+271.9%
PEG vs FIVE
+868.1%
-596.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.7% |
| 7D | +0.7% | +4.3% | -3.6% | +0.2% |
| 30D | -2.4% | +12.5% | -14.9% | -3.8% |
| 3M | -4.8% | +31.2% | -36.0% | -7.8% |
| 6M | -10.7% | +14.4% | -25.1% | -12.5% |
| YTD | -6.7% | +33.9% | -40.6% | -10.3% |
| 1Y | -6.8% | +65.1% | -71.9% | -12.7% |
| 3Y | +34.5% | +49.0% | -14.5% | +23.8% |
| 5Y | +35.8% | +30.3% | +5.5% | +24.3% |
| 10Y | +141.7% | +481.1% | -339.4% | +82.8% |
| All | +271.9% | +868.1% | -596.2% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling