+1,036.2%
FTI vs PEG
+36.3%
+999.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -4.4% | -0.9% | -3.5% | -4.0% |
| 30D | +1.5% | -3.7% | +5.2% | +3.1% |
| 3M | +8.2% | -7.3% | +15.5% | +11.4% |
| 6M | +18.8% | -10.5% | +29.3% | +23.9% |
| YTD | +71.7% | -7.5% | +79.2% | +75.9% |
| 1Y | +90.0% | -8.7% | +98.8% | +95.2% |
| 3Y | +270.5% | +31.4% | +239.1% | +219.2% |
| All | +1,036.2% | +36.3% | +999.9% | +890.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling