-40.7%
FIS vs PEG
+148.3%
-189.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.3% |
| 7D | -8.9% | -0.9% | -8.0% | -8.5% |
| 30D | -9.9% | -2.8% | -7.2% | -8.8% |
| 3M | 0.0% | -6.9% | +6.9% | +3.1% |
| 6M | -22.9% | -11.4% | -11.5% | -19.0% |
| YTD | -40.9% | -7.4% | -33.5% | -39.5% |
| 1Y | -40.4% | -8.3% | -32.2% | -39.0% |
| 3Y | -25.4% | +31.5% | -56.9% | -38.2% |
| 5Y | -64.8% | +38.0% | -102.8% | -72.0% |
| All | -40.7% | +148.3% | -189.0% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling