+148.7%
PEG vs FFIV
+239.4%
-90.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -2.0% |
| 7D | -0.1% | +3.5% | -3.5% | -0.7% |
| 30D | -1.7% | -1.3% | -0.4% | -1.6% |
| 3M | -6.8% | +2.4% | -9.2% | -7.6% |
| 6M | -11.4% | +41.8% | -53.2% | -18.0% |
| YTD | -7.2% | +58.5% | -65.7% | -16.5% |
| 1Y | -6.1% | +24.3% | -30.5% | -11.4% |
| 3Y | +31.8% | +152.0% | -120.3% | +4.8% |
| 5Y | +35.6% | +99.1% | -63.5% | +11.2% |
| 10Y | +148.7% | +242.8% | -94.0% | +71.9% |
| All | +148.7% | +239.4% | -90.7% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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