+187.8%
PEG vs FWONK
+276.3%
-88.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -0.9% | -1.5% | +0.6% | -0.7% |
| 30D | -2.8% | -6.8% | +4.0% | -1.6% |
| 3M | -6.9% | +7.7% | -14.6% | -8.3% |
| 6M | -11.4% | +11.0% | -22.4% | -13.3% |
| YTD | -7.4% | -3.1% | -4.3% | -7.3% |
| 1Y | -8.3% | -3.5% | -4.8% | -8.2% |
| 3Y | +31.5% | +44.6% | -13.1% | +20.7% |
| 5Y | +38.0% | +98.3% | -60.3% | +17.6% |
| 10Y | +148.3% | +339.3% | -191.0% | +81.4% |
| All | +187.8% | +276.3% | -88.5% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling