-51.1%
FIS vs PENG
+120.5%
-171.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -9.1% | -14.6% | -24.2% |
| 7D | -18.4% | -20.5% | +2.1% | -19.6% |
| 30D | -11.4% | -20.4% | +9.0% | -12.4% |
| 3M | -32.0% | -16.4% | -15.6% | -32.3% |
| 6M | -35.6% | +49.2% | -84.8% | -38.2% |
| YTD | -53.8% | +147.2% | -201.0% | -58.2% |
| 1Y | -51.1% | +124.7% | -175.7% | -55.6% |
| All | -51.1% | +120.5% | -171.5% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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