-71.4%
FIS vs PENG
+42.1%
-113.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.4% | -14.6% | -2.9% |
| 7D | -25.5% | -19.4% | -6.0% | -24.6% |
| 30D | -15.1% | -42.4% | +27.3% | -12.7% |
| 3M | -32.1% | -25.6% | -6.5% | -31.6% |
| 6M | -36.1% | +7.3% | -43.3% | -39.9% |
| YTD | -55.4% | +113.9% | -169.2% | -61.9% |
| 1Y | -53.9% | +93.6% | -147.5% | -60.2% |
| 3Y | -39.8% | +170.2% | -210.0% | -53.4% |
| All | -71.4% | +42.1% | -113.5% | -78.1% |
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