+163.7%
PEG vs FIVE
+505.3%
-341.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +2.3% | +2.4% | -0.1% | +2.0% |
| 30D | +6.1% | +15.8% | -9.7% | +4.2% |
| 3M | -0.5% | +3.8% | -4.3% | -1.2% |
| 6M | -3.2% | +18.5% | -21.7% | -5.7% |
| YTD | -4.4% | +31.2% | -35.6% | -8.4% |
| 1Y | -7.4% | +61.8% | -69.2% | -13.7% |
| 3Y | +33.9% | +39.9% | -5.9% | +23.5% |
| 5Y | +42.3% | +18.3% | +24.0% | +31.5% |
| All | +163.7% | +505.3% | -341.6% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling