+35.6%
PEG vs FND
-61.3%
+96.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | -1.7% | -19.6% | +17.8% | +0.4% |
| 3M | -6.8% | -4.3% | -2.4% | -6.7% |
| 6M | -11.4% | -20.4% | +9.1% | -9.8% |
| YTD | -7.2% | -21.9% | +14.6% | -5.7% |
| 1Y | -6.1% | -45.2% | +39.1% | -1.1% |
| 3Y | +31.8% | -49.2% | +81.0% | +37.0% |
| 5Y | +35.6% | -61.8% | +97.4% | +35.9% |
| All | +35.6% | -61.3% | +96.9% | +35.9% |
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