+140.4%
PEG vs FIVE
+475.1%
-334.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +1.0% | +3.7% | -2.6% | +0.6% |
| 30D | -1.9% | +4.0% | -5.8% | -2.4% |
| 3M | -3.7% | +36.2% | -39.9% | -7.5% |
| 6M | -9.4% | +18.0% | -27.5% | -11.8% |
| YTD | -6.0% | +34.9% | -40.9% | -10.1% |
| 1Y | -4.4% | +67.9% | -72.3% | -11.4% |
| 3Y | +33.5% | +57.3% | -23.8% | +21.0% |
| 5Y | +35.7% | +39.5% | -3.8% | +21.9% |
| 10Y | +140.4% | +496.4% | -356.0% | +84.9% |
| All | +140.4% | +475.1% | -334.7% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling