-22.1%
FPS vs PEG
-4.5%
-17.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +3.3% | +12.7% | +15.3% |
| 7D | -8.0% | +0.9% | -8.9% | -8.4% |
| 30D | -43.5% | +3.8% | -47.3% | -43.9% |
| 3M | -41.6% | +0.1% | -41.7% | -41.7% |
| 6M | -44.0% | -1.0% | -43.0% | -45.0% |
| All | -22.1% | -4.5% | -17.6% | -23.5% |
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