-39.8%
FIS vs PENG
+184.4%
-224.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.4% | -14.6% | -2.3% |
| 7D | -25.5% | -19.4% | -6.0% | -25.3% |
| 30D | -15.1% | -42.4% | +27.3% | -14.9% |
| 3M | -32.1% | -25.6% | -6.5% | -32.1% |
| 6M | -36.1% | +7.3% | -43.3% | -38.5% |
| YTD | -55.4% | +113.9% | -169.2% | -59.8% |
| 1Y | -53.9% | +93.6% | -147.5% | -58.2% |
| 3Y | -39.8% | +170.2% | -210.0% | -52.5% |
| All | -39.8% | +184.4% | -224.1% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling