-7.4%
PEG vs FND
-10.3%
+2.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.4% | -0.4% |
| 7D | +1.0% | +12.3% | -11.3% | -0.1% |
| 30D | +6.6% | +14.7% | -8.1% | +5.2% |
| 3M | -3.1% | -12.0% | +8.9% | -2.6% |
| 6M | -7.4% | +10.8% | -18.1% | -8.8% |
| YTD | -6.4% | -12.3% | +5.8% | -7.4% |
| 1Y | -7.4% | -13.4% | +6.0% | -8.2% |
| All | -7.4% | -10.3% | +2.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling