-0.7%
TFC vs PEG
+41.8%
-42.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | +1.7% | +2.6% | -0.8% | +0.5% |
| 30D | +9.0% | +3.3% | +5.7% | +7.3% |
| 3M | -2.1% | +1.1% | -3.2% | -2.7% |
| 6M | +3.4% | -1.4% | +4.8% | +3.8% |
| YTD | +5.3% | -4.6% | +9.9% | +6.7% |
| 1Y | +16.2% | -7.2% | +23.4% | +19.3% |
| 3Y | +94.8% | +33.7% | +61.1% | +59.1% |
| 5Y | -0.7% | +40.8% | -41.5% | -26.4% |
| All | -0.7% | +41.8% | -42.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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