+35.7%
PEG vs FFIV
+92.2%
-56.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +1.0% | -1.5% | +2.6% | +1.2% |
| 30D | -1.9% | -2.7% | +0.8% | -1.6% |
| 3M | -3.7% | -1.7% | -2.0% | -3.8% |
| 6M | -9.4% | +36.1% | -45.6% | -14.3% |
| YTD | -6.0% | +52.6% | -58.6% | -13.1% |
| 1Y | -4.4% | +21.5% | -25.9% | -8.1% |
| 3Y | +33.5% | +142.7% | -109.2% | +11.1% |
| 5Y | +35.7% | +92.6% | -56.8% | +12.9% |
| All | +35.7% | +92.2% | -56.4% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling