+990.7%
PEG vs FFIV
+6,091.4%
-5,100.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | +2.6% | -4.2% | +6.7% | +2.8% |
| 30D | +3.3% | -33.9% | +37.2% | +5.1% |
| 3M | +1.1% | -22.6% | +23.7% | +2.0% |
| 6M | -1.4% | -10.4% | +8.9% | -1.2% |
| YTD | -4.6% | +24.3% | -28.9% | -6.0% |
| 1Y | -7.2% | +31.8% | -39.0% | -8.8% |
| 3Y | +33.7% | +99.5% | -65.8% | +28.7% |
| 5Y | +40.8% | +40.7% | +0.1% | +37.1% |
| 10Y | +162.8% | +126.9% | +35.9% | +149.6% |
| All | +990.7% | +6,091.4% | -5,100.7% | +917.3% |
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