+167.5%
PEG vs FFIV
+118.6%
+48.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.9% |
| 7D | +4.5% | -0.5% | +5.1% | +4.6% |
| 30D | +7.5% | -32.4% | +39.9% | +14.5% |
| 3M | +0.8% | -25.7% | +26.5% | +5.2% |
| 6M | 0.0% | -13.5% | +13.5% | +0.9% |
| YTD | -3.0% | +21.1% | -24.1% | -9.5% |
| 1Y | -4.7% | +29.4% | -34.2% | -12.4% |
| 3Y | +36.5% | +94.9% | -58.4% | +12.1% |
| 5Y | +44.4% | +34.7% | +9.6% | +26.5% |
| All | +167.5% | +118.6% | +48.9% | +88.9% |
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