-6.1%
PEG vs FFIV
+26.5%
-32.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.2% |
| 7D | -0.1% | +3.5% | -3.5% | 0.0% |
| 30D | -1.7% | -1.3% | -0.4% | -1.7% |
| 3M | -6.8% | +2.4% | -9.2% | -6.7% |
| 6M | -11.4% | +41.8% | -53.2% | -11.3% |
| YTD | -7.2% | +58.5% | -65.7% | -7.9% |
| 1Y | -6.1% | +24.3% | -30.5% | -5.5% |
| All | -6.1% | +26.5% | -32.6% | -5.5% |
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