-4.7%
PEG vs FFIV
+28.7%
-33.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.3% |
| 7D | +4.5% | -0.5% | +5.1% | +4.5% |
| 30D | +7.5% | -32.4% | +39.9% | +6.2% |
| 3M | +0.8% | -25.7% | +26.5% | +0.2% |
| 6M | 0.0% | -13.5% | +13.5% | +0.1% |
| YTD | -3.0% | +21.1% | -24.1% | -3.2% |
| 1Y | -4.7% | +29.4% | -34.2% | -5.8% |
| All | -4.7% | +28.7% | -33.5% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling