-23.6%
FPS vs PEG
-4.8%
-18.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.7% | -10.5% | -10.0% |
| 7D | +21.6% | +2.3% | +19.3% | +21.0% |
| 30D | -38.8% | +6.1% | -44.9% | -39.8% |
| 3M | -42.1% | -0.5% | -41.6% | -42.1% |
| 6M | -48.5% | -3.2% | -45.3% | -48.8% |
| All | -23.6% | -4.8% | -18.8% | -25.0% |
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