+41.7%
PEG vs FND
-63.9%
+105.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.7% |
| 7D | +4.5% | -6.8% | +11.3% | +5.3% |
| 30D | +7.5% | +8.0% | -0.4% | +6.5% |
| 3M | +0.8% | -18.9% | +19.8% | +2.9% |
| 6M | 0.0% | +4.7% | -4.7% | -1.1% |
| YTD | -3.0% | -21.6% | +18.5% | -1.7% |
| 1Y | -4.7% | -22.0% | +17.3% | -3.4% |
| 3Y | +36.5% | -40.4% | +76.9% | +39.2% |
| All | +41.7% | -63.9% | +105.6% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling