-62.2%
FIS vs PENG
+115.2%
-177.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.4% | -1.3% |
| 7D | +1.1% | +4.5% | -3.5% | +0.8% |
| 30D | -2.2% | -7.1% | +4.9% | -1.9% |
| 3M | +2.1% | -27.3% | +29.4% | +3.0% |
| 6M | -14.7% | +169.6% | -184.3% | -27.3% |
| YTD | -35.7% | +164.6% | -200.3% | -45.2% |
| 1Y | -37.1% | +109.5% | -146.5% | -45.2% |
| 3Y | -20.0% | +98.9% | -118.9% | -34.0% |
| All | -62.2% | +115.2% | -177.4% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling