+27.1%
PEG vs FFIV
+102.2%
-75.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -2.3% | -8.1% | +5.9% | -1.8% |
| 30D | +1.2% | -33.4% | +34.6% | +3.5% |
| 3M | -2.4% | -24.7% | +22.4% | -1.0% |
| 6M | -6.9% | -8.8% | +2.0% | -7.5% |
| YTD | -7.2% | +21.8% | -29.0% | -11.4% |
| 1Y | -8.9% | +25.3% | -34.2% | -13.3% |
| 3Y | +27.1% | +101.2% | -74.0% | +10.5% |
| All | +27.1% | +102.2% | -75.1% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling