-70.4%
FIS vs PENG
+31.0%
-101.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -23.0% | +21.8% | +0.1% |
| 7D | -21.2% | -36.7% | +15.5% | -19.2% |
| 30D | -12.1% | -42.0% | +30.0% | -9.7% |
| 3M | -30.6% | -33.2% | +2.6% | -29.6% |
| 6M | -35.5% | +2.1% | -37.6% | -39.5% |
| YTD | -54.4% | +90.3% | -144.7% | -60.8% |
| 1Y | -52.9% | +67.7% | -120.5% | -58.9% |
| 3Y | -38.7% | +154.2% | -192.9% | -52.7% |
| 5Y | -70.4% | +28.3% | -98.7% | -77.3% |
| All | -70.4% | +31.0% | -101.4% | -77.3% |
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