+34.4%
PEG vs FDS
-23.5%
+57.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.8% |
| 7D | -1.0% | -8.8% | +7.8% | +0.1% |
| 30D | -2.6% | -1.4% | -1.3% | -2.6% |
| 3M | -7.6% | +13.9% | -21.5% | -9.4% |
| 6M | -12.2% | +27.4% | -39.6% | -15.9% |
| YTD | -8.1% | -2.5% | -5.6% | -7.1% |
| 1Y | -7.0% | -23.8% | +16.8% | +0.1% |
| 3Y | +30.6% | -32.5% | +63.1% | +43.4% |
| 5Y | +34.4% | -23.2% | +57.6% | +44.9% |
| All | +34.4% | -23.5% | +57.8% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling