+14.5%
TFC vs PEG
+33.9%
-19.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.3% | -1.7% | -0.6% | -1.6% |
| 3M | +2.5% | -6.8% | +9.2% | +5.7% |
| 6M | +9.5% | -11.4% | +20.8% | +15.4% |
| YTD | +5.1% | -7.2% | +12.3% | +8.0% |
| 1Y | +15.5% | -6.1% | +21.6% | +17.5% |
| 3Y | +95.2% | +31.8% | +63.4% | +61.5% |
| 5Y | +14.5% | +35.6% | -21.1% | -9.0% |
| All | +14.5% | +33.9% | -19.4% | -9.0% |
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