-70.8%
FIS vs PEG
+43.5%
-114.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.7% |
| 7D | +2.8% | +4.5% | -1.7% | +1.4% |
| 30D | -16.7% | +7.5% | -24.3% | -18.7% |
| 3M | -32.3% | +0.8% | -33.1% | -32.6% |
| 6M | -29.1% | 0.0% | -29.1% | -29.3% |
| YTD | -54.1% | -3.0% | -51.1% | -54.1% |
| 1Y | -53.7% | -4.7% | -49.0% | -53.4% |
| 3Y | -38.8% | +36.5% | -75.3% | -49.1% |
| All | -70.8% | +43.5% | -114.3% | -76.0% |
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 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