-55.6%
FN vs PEG
-8.2%
-47.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.2% | -14.1% | -14.3% |
| 7D | -16.0% | -0.7% | -15.3% | -16.2% |
| 30D | -40.1% | +1.9% | -42.0% | -40.1% |
| 3M | -43.9% | -2.3% | -41.6% | -45.7% |
| 6M | -55.6% | -6.7% | -49.0% | -57.9% |
| All | -55.6% | -8.2% | -47.4% | -57.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling