+1,921.5%
PEG vs FDS
+10,448.9%
-8,527.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +2.3% | -2.6% | +4.9% | +2.8% |
| 30D | +6.1% | +14.1% | -7.9% | +3.7% |
| 3M | -0.5% | +19.8% | -20.3% | -4.0% |
| 6M | -3.2% | +55.0% | -58.1% | -11.3% |
| YTD | -4.4% | +15.9% | -20.3% | -8.8% |
| 1Y | -7.4% | +24.2% | -31.6% | -12.9% |
| 3Y | +33.9% | -24.0% | +58.0% | +36.7% |
| 5Y | +42.3% | -23.3% | +65.6% | +44.2% |
| 10Y | +166.4% | +128.0% | +38.3% | +122.0% |
| All | +1,921.5% | +10,448.9% | -8,527.4% | +1,110.3% |
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 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