+143.7%
PEG vs FDS
+66.9%
+76.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.7% | +1.2% |
| 7D | -0.9% | -16.0% | +15.1% | +3.1% |
| 30D | -2.8% | -6.7% | +4.0% | -1.4% |
| 3M | -6.9% | +6.0% | -12.9% | -9.1% |
| 6M | -11.4% | +25.1% | -36.5% | -18.2% |
| YTD | -7.4% | -8.1% | +0.8% | -7.1% |
| 1Y | -8.3% | -26.0% | +17.8% | -2.0% |
| 3Y | +31.5% | -36.4% | +68.0% | +45.6% |
| 5Y | +38.0% | -27.7% | +65.7% | +43.6% |
| All | +143.7% | +66.9% | +76.8% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling