+119.1%
FN vs PEG
+33.8%
+85.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.3% | +8.5% | +10.2% |
| 7D | +16.3% | +0.9% | +15.4% | +15.7% |
| 30D | -24.7% | +3.8% | -28.6% | -26.4% |
| 3M | -34.9% | +0.1% | -35.0% | -35.1% |
| 6M | -41.1% | -1.0% | -40.1% | -41.6% |
| YTD | -19.6% | -4.1% | -15.5% | -19.1% |
| 1Y | -18.5% | -6.9% | -11.7% | -16.5% |
| 3Y | +119.1% | +35.6% | +83.5% | +118.6% |
| All | +119.1% | +33.8% | +85.3% | +118.6% |
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