+136.1%
PEG vs FND
+57.9%
+78.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.7% |
| 7D | +4.5% | -6.8% | +11.3% | +5.4% |
| 30D | +7.5% | +8.0% | -0.4% | +6.3% |
| 3M | +0.8% | -18.9% | +19.8% | +3.2% |
| 6M | 0.0% | +4.7% | -4.7% | -1.3% |
| YTD | -3.0% | -21.6% | +18.5% | -1.4% |
| 1Y | -4.7% | -22.0% | +17.3% | -3.2% |
| 3Y | +36.5% | -40.4% | +76.9% | +40.1% |
| 5Y | +44.4% | -63.8% | +108.1% | +53.6% |
| All | +136.1% | +57.9% | +78.2% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling