+125.5%
PEG vs FND
+54.9%
+70.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -0.9% | -5.1% | +4.2% | -0.3% |
| 30D | -2.8% | -22.5% | +19.8% | +0.3% |
| 3M | -6.9% | -5.0% | -1.9% | -6.8% |
| 6M | -11.4% | -21.5% | +10.1% | -9.4% |
| YTD | -7.4% | -23.0% | +15.6% | -5.4% |
| 1Y | -8.3% | -44.9% | +36.6% | -2.5% |
| 3Y | +31.5% | -50.0% | +81.5% | +38.3% |
| 5Y | +38.0% | -63.3% | +101.3% | +46.6% |
| All | +125.5% | +54.9% | +70.6% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling