-57.6%
FIS vs PENG
+689.3%
-747.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.5% | +9.6% | +4.7% |
| 7D | +2.8% | +13.2% | -10.4% | +1.5% |
| 30D | -16.7% | -29.9% | +13.2% | -14.5% |
| 3M | -32.3% | -22.2% | -10.1% | -31.7% |
| 6M | -29.1% | -1.9% | -27.2% | -32.4% |
| YTD | -54.1% | +142.1% | -196.3% | -61.7% |
| 1Y | -53.7% | +151.5% | -205.2% | -61.6% |
| 3Y | -38.8% | +206.9% | -245.8% | -53.0% |
| 5Y | -71.1% | +58.2% | -129.3% | -76.9% |
| All | -57.6% | +689.3% | -747.0% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling