+2,625.3%
FN vs PEG
+318.8%
+2,306.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.2% | -14.1% | -14.2% |
| 7D | -16.0% | -0.7% | -15.3% | -15.9% |
| 30D | -40.1% | +1.9% | -42.0% | -40.8% |
| 3M | -43.9% | -2.3% | -41.6% | -43.5% |
| 6M | -55.6% | -6.7% | -49.0% | -54.7% |
| YTD | -35.7% | -6.6% | -29.1% | -34.4% |
| 1Y | -39.8% | -5.3% | -34.5% | -39.0% |
| 3Y | +80.3% | +26.8% | +53.4% | +64.5% |
| 5Y | +143.3% | +34.7% | +108.6% | +115.1% |
| 10Y | +682.3% | +151.8% | +530.5% | +425.1% |
| All | +2,625.3% | +318.8% | +2,306.5% | +1,205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling