-40.6%
FIS vs PENG
+762.7%
-803.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.4% | -1.6% |
| 7D | +1.1% | +4.5% | -3.5% | +0.6% |
| 30D | -2.2% | -7.1% | +4.9% | -1.7% |
| 3M | +2.1% | -27.3% | +29.4% | +3.2% |
| 6M | -14.7% | +169.6% | -184.3% | -28.3% |
| YTD | -35.7% | +164.6% | -200.3% | -46.0% |
| 1Y | -37.1% | +109.5% | -146.5% | -45.9% |
| 3Y | -20.0% | +98.9% | -118.9% | -34.9% |
| 5Y | -62.1% | +116.3% | -178.4% | -70.6% |
| All | -40.6% | +762.7% | -803.3% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling