+31.6%
PEG vs FBTC
+62.0%
-30.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -0.1% | +1.1% | -1.2% | -0.1% |
| 30D | -1.7% | +22.3% | -24.0% | -2.8% |
| 3M | -6.8% | +26.0% | -32.8% | -7.9% |
| 6M | -11.4% | +13.2% | -24.5% | -12.0% |
| YTD | -7.2% | -10.7% | +3.5% | -6.8% |
| 1Y | -6.1% | -30.0% | +23.8% | -4.4% |
| All | +31.6% | +62.0% | -30.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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