+160.3%
FN vs PEG
+34.5%
+125.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.2% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | -22.0% | -2.4% | -19.6% | -21.0% |
| 3M | -43.0% | -4.8% | -38.2% | -42.2% |
| 6M | -27.7% | -10.7% | -17.1% | -24.1% |
| YTD | -10.5% | -6.7% | -3.8% | -8.5% |
| 1Y | +12.5% | -6.8% | +19.3% | +14.7% |
| All | +160.3% | +34.5% | +125.8% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling