+164.5%
PEG vs FDS
+132.8%
+31.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.1% |
| 7D | +1.5% | -2.1% | +3.6% | +1.9% |
| 30D | +5.0% | +16.0% | -11.0% | +1.4% |
| 3M | -0.3% | +18.8% | -19.1% | -4.7% |
| 6M | -2.7% | +54.1% | -56.8% | -13.8% |
| YTD | -5.1% | +17.0% | -22.1% | -10.2% |
| 1Y | -8.3% | +25.5% | -33.8% | -15.4% |
| 3Y | +33.0% | -23.3% | +56.3% | +41.8% |
| 5Y | +41.3% | -22.6% | +63.9% | +48.0% |
| 10Y | +164.5% | +130.2% | +34.3% | +100.7% |
| All | +164.5% | +132.8% | +31.8% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling