+143.4%
PEG vs FWONK
+340.2%
-196.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -3.7% | -7.7% | +4.0% | -2.3% |
| 3M | -7.3% | +5.7% | -13.0% | -8.5% |
| 6M | -10.5% | +13.5% | -23.9% | -13.0% |
| YTD | -7.5% | -3.0% | -4.5% | -7.4% |
| 1Y | -8.7% | -6.4% | -2.3% | -8.1% |
| 3Y | +31.4% | +43.8% | -12.5% | +19.3% |
| 5Y | +37.8% | +98.6% | -60.8% | +14.5% |
| All | +143.4% | +340.2% | -196.8% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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