+10,678.2%
FISV vs PEG
+2,929.1%
+7,749.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.3% |
| 7D | -1.6% | +1.0% | -2.6% | -2.0% |
| 30D | -3.0% | -1.9% | -1.1% | -2.3% |
| 3M | -3.5% | -3.7% | +0.1% | -2.3% |
| 6M | -19.4% | -9.4% | -10.0% | -16.7% |
| YTD | -24.3% | -6.0% | -18.3% | -23.0% |
| 1Y | -62.4% | -4.4% | -58.0% | -62.0% |
| 3Y | -58.2% | +33.5% | -91.7% | -63.4% |
| 5Y | -56.5% | +35.7% | -92.3% | -62.5% |
| 10Y | -0.5% | +140.4% | -141.0% | -31.5% |
| All | +10,678.2% | +2,929.1% | +7,749.1% | +3,224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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