+376.5%
FIS vs PEG
+694.8%
-318.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | -2.2% | -2.4% | +0.2% | -1.2% |
| 3M | +2.1% | -4.8% | +6.9% | +4.1% |
| 6M | -14.7% | -10.7% | -4.0% | -11.0% |
| YTD | -35.7% | -6.7% | -29.0% | -34.4% |
| 1Y | -37.1% | -6.8% | -30.2% | -36.0% |
| 3Y | -20.0% | +34.5% | -54.5% | -32.0% |
| 5Y | -62.1% | +35.8% | -97.9% | -68.2% |
| 10Y | -37.4% | +141.7% | -179.1% | -59.8% |
| All | +376.5% | +694.8% | -318.3% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling