+743.6%
FN vs PEG
+148.6%
+594.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.3% | +11.9% |
| 7D | 0.0% | -2.3% | +2.2% | +0.7% |
| 30D | -34.3% | +1.2% | -35.5% | -34.8% |
| 3M | -39.9% | -2.4% | -37.5% | -39.5% |
| 6M | -51.8% | -6.9% | -45.0% | -50.9% |
| YTD | -28.1% | -7.2% | -20.9% | -26.7% |
| 1Y | -29.1% | -8.9% | -20.2% | -27.1% |
| 3Y | +102.4% | +27.1% | +75.3% | +86.6% |
| 5Y | +171.7% | +33.8% | +137.9% | +144.0% |
| All | +743.6% | +148.6% | +594.9% | +565.9% |
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