+966.7%
PEG vs FFIV
+7,518.9%
-6,552.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.7% | -1.0% | +1.7% | +0.7% |
| 30D | -2.4% | -5.1% | +2.6% | -2.2% |
| 3M | -4.8% | -4.5% | -0.3% | -4.7% |
| 6M | -10.7% | +36.5% | -47.2% | -12.1% |
| YTD | -6.7% | +53.0% | -59.6% | -8.7% |
| 1Y | -6.8% | +24.2% | -31.1% | -8.1% |
| 3Y | +34.5% | +137.2% | -102.7% | +28.6% |
| 5Y | +35.8% | +91.8% | -56.0% | +30.6% |
| 10Y | +141.7% | +215.2% | -73.4% | +127.0% |
| All | +966.7% | +7,518.9% | -6,552.2% | +887.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling