-42.7%
FIS vs PEG
-5.7%
-37.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.7% |
| 7D | -9.1% | -0.1% | -9.0% | -9.1% |
| 30D | -10.4% | -1.7% | -8.7% | -10.7% |
| 3M | -3.7% | -6.8% | +3.1% | -4.9% |
| 6M | -24.8% | -11.4% | -13.4% | -26.8% |
| YTD | -41.6% | -7.2% | -34.3% | -42.4% |
| 1Y | -42.7% | -6.1% | -36.6% | -43.0% |
| All | -42.7% | -5.7% | -37.1% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling