-22.6%
FPS vs PEG
-6.8%
-15.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.6% | -17.9% | -17.3% |
| 7D | -23.3% | +1.0% | -24.4% | -23.6% |
| 30D | -42.4% | +6.6% | -49.0% | -43.5% |
| 3M | -43.0% | -3.1% | -39.9% | -42.7% |
| 6M | -44.5% | -7.4% | -37.1% | -43.9% |
| All | -22.6% | -6.8% | -15.8% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling