+144.1%
PEG vs FDS
+77.2%
+66.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.5% |
| 7D | -0.1% | -8.8% | +8.7% | +2.0% |
| 30D | -1.7% | -1.4% | -0.4% | -1.6% |
| 3M | -6.8% | +13.9% | -20.7% | -10.4% |
| 6M | -11.4% | +27.4% | -38.8% | -18.3% |
| YTD | -7.2% | -2.5% | -4.8% | -8.2% |
| 1Y | -6.1% | -23.8% | +17.7% | -0.1% |
| 3Y | +31.8% | -32.5% | +64.2% | +43.9% |
| 5Y | +35.6% | -23.2% | +58.8% | +39.2% |
| All | +144.1% | +77.2% | +66.9% | +98.9% |
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