-63.5%
FIS vs PEG
+37.2%
-100.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -2.2% | -2.4% | +0.2% | -1.5% |
| 3M | +2.1% | -4.8% | +6.9% | +3.7% |
| 6M | -14.7% | -10.7% | -4.0% | -11.7% |
| YTD | -35.7% | -6.7% | -29.0% | -34.8% |
| 1Y | -37.1% | -6.8% | -30.2% | -36.4% |
| 3Y | -20.0% | +34.5% | -54.5% | -33.7% |
| All | -63.5% | +37.2% | -100.7% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling