-71.9%
FIS vs PENG
+56.2%
-128.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.3% | -10.6% | -1.9% |
| 7D | -29.4% | -3.8% | -25.6% | -29.3% |
| 30D | -16.7% | -40.1% | +23.3% | -14.6% |
| 3M | -33.0% | -21.8% | -11.2% | -32.6% |
| 6M | -33.3% | +3.3% | -36.7% | -36.6% |
| YTD | -56.0% | +133.6% | -189.6% | -62.7% |
| 1Y | -54.6% | +110.7% | -165.3% | -61.0% |
| 3Y | -40.6% | +204.3% | -244.9% | -54.6% |
| 5Y | -71.9% | +54.4% | -126.3% | -78.6% |
| All | -71.9% | +56.2% | -128.1% | -78.6% |
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