+2,159.9%
FTI vs PEG
+737.1%
+1,422.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +5.3% | +0.7% | +4.6% | +4.8% |
| 30D | +15.3% | -2.4% | +17.8% | +16.9% |
| 3M | +15.8% | -4.8% | +20.6% | +18.7% |
| 6M | +22.6% | -10.7% | +33.3% | +30.1% |
| YTD | +79.5% | -6.7% | +86.2% | +85.1% |
| 1Y | +102.0% | -6.8% | +108.9% | +107.4% |
| 3Y | +315.8% | +34.5% | +281.3% | +233.9% |
| 5Y | +1,129.5% | +35.8% | +1,093.7% | +865.5% |
| 10Y | +320.9% | +141.7% | +179.2% | +129.3% |
| All | +2,159.9% | +737.1% | +1,422.9% | +521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling