+295.8%
FTI vs PEG
+148.0%
+147.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -4.4% | -0.9% | -3.5% | -3.9% |
| 30D | +1.5% | -3.7% | +5.2% | +3.8% |
| 3M | +8.2% | -7.3% | +15.5% | +12.9% |
| 6M | +18.8% | -10.5% | +29.3% | +26.0% |
| YTD | +71.7% | -7.5% | +79.2% | +77.8% |
| 1Y | +90.0% | -8.7% | +98.8% | +97.4% |
| 3Y | +270.5% | +31.4% | +239.1% | +196.6% |
| 5Y | +1,084.5% | +37.8% | +1,046.8% | +799.3% |
| All | +295.8% | +148.0% | +147.8% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling