+906.2%
FN vs PEG
+140.6%
+765.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -22.0% | -2.4% | -19.6% | -21.2% |
| 3M | -43.0% | -4.8% | -38.2% | -42.2% |
| 6M | -27.7% | -10.7% | -17.1% | -24.8% |
| YTD | -10.5% | -6.7% | -3.8% | -8.6% |
| 1Y | +12.5% | -6.8% | +19.3% | +14.7% |
| 3Y | +153.8% | +34.5% | +119.3% | +129.1% |
| 5Y | +288.0% | +35.8% | +252.2% | +246.2% |
| All | +906.2% | +140.6% | +765.6% | +652.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling