+960.5%
PEG vs FFIV
+5,965.2%
-5,004.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -2.3% | -8.1% | +5.9% | -1.9% |
| 30D | +1.2% | -33.4% | +34.6% | +2.9% |
| 3M | -2.4% | -24.7% | +22.4% | -1.3% |
| 6M | -6.9% | -8.8% | +2.0% | -6.7% |
| YTD | -7.2% | +21.8% | -29.0% | -8.5% |
| 1Y | -8.9% | +25.3% | -34.2% | -10.2% |
| 3Y | +27.1% | +101.2% | -74.0% | +22.3% |
| 5Y | +33.8% | +40.2% | -6.4% | +30.3% |
| 10Y | +150.2% | +129.0% | +21.1% | +137.6% |
| All | +960.5% | +5,965.2% | -5,004.7% | +890.0% |
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