+1,873.8%
PEG vs FDS
+9,502.8%
-7,629.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.5% |
| 7D | +0.7% | -1.9% | +2.6% | +1.0% |
| 30D | -2.4% | +9.0% | -11.5% | -4.0% |
| 3M | -4.8% | +18.9% | -23.6% | -8.1% |
| 6M | -10.7% | +35.1% | -45.8% | -16.4% |
| YTD | -6.7% | +5.5% | -12.2% | -9.2% |
| 1Y | -6.8% | -16.8% | +10.0% | -5.8% |
| 3Y | +34.5% | -28.1% | +62.5% | +38.9% |
| 5Y | +35.8% | -17.4% | +53.2% | +36.0% |
| 10Y | +141.7% | +85.4% | +56.3% | +108.9% |
| All | +1,873.8% | +9,502.8% | -7,629.0% | +1,105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling