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The Peregrine breather is widely discussed as a model for rogue waves in deep water. We present here a detailed numerical study of perturbations of the Peregrine breather as a solution to the nonlinear Schr\"odinger (NLS) equations. We first address the modulational instability of the constant modulus solution to NLS. Then we study numerically localized and nonlocalized perturbations of the Peregrine breather in the linear and fully nonlinear setting. It is shown that the solution is unstable against all considered perturbations.