-55.5%
FIS vs PENG
+136.5%
-192.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -6.0% |
| 7D | -3.5% | +34.6% | -38.1% | -1.9% |
| 30D | -19.4% | -35.9% | +16.5% | -21.4% |
| 3M | -31.6% | -14.7% | -16.9% | -31.7% |
| 6M | -32.5% | +13.5% | -46.1% | -33.5% |
| YTD | -56.0% | +156.1% | -212.1% | -60.4% |
| 1Y | -55.5% | +141.3% | -196.9% | -59.9% |
| All | -55.5% | +136.5% | -192.1% | -59.9% |
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