-54.3%
FIS vs PEG
+167.4%
-221.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.7% | -6.8% | -6.4% |
| 7D | -3.5% | +2.3% | -5.8% | -4.6% |
| 30D | -19.4% | +6.1% | -25.6% | -21.7% |
| 3M | -31.6% | -0.5% | -31.1% | -31.6% |
| 6M | -32.5% | -3.2% | -29.4% | -31.9% |
| YTD | -56.0% | -4.4% | -51.5% | -55.7% |
| 1Y | -55.5% | -7.4% | -48.2% | -54.6% |
| 3Y | -41.3% | +33.9% | -75.3% | -51.9% |
| 5Y | -72.3% | +42.3% | -114.6% | -78.3% |
| All | -54.3% | +167.4% | -221.7% | -71.6% |
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