+2,700.2%
TFC vs PEG
+2,907.1%
-206.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.4% | +0.7% | +1.7% | +2.1% |
| 30D | -1.3% | -2.4% | +1.1% | -0.2% |
| 3M | +6.1% | -4.8% | +10.9% | +8.3% |
| 6M | +7.3% | -10.7% | +18.0% | +12.5% |
| YTD | +8.2% | -6.7% | +14.9% | +11.0% |
| 1Y | +14.4% | -6.8% | +21.3% | +17.1% |
| 3Y | +93.7% | +34.5% | +59.2% | +66.6% |
| 5Y | +16.4% | +35.8% | -19.4% | -1.0% |
| 10Y | +101.6% | +141.7% | -40.2% | +34.2% |
| All | +2,700.2% | +2,907.1% | -206.9% | +813.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling