+3.5%
FISV vs PENG
+661.7%
-658.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.2% | +0.1% |
| 7D | +22.3% | -3.8% | +26.1% | +22.1% |
| 30D | +39.2% | -40.1% | +79.3% | +45.0% |
| 3M | +21.2% | -21.8% | +43.0% | +22.0% |
| 6M | +14.5% | +3.3% | +11.2% | +7.8% |
| YTD | -5.4% | +133.6% | -139.1% | -21.5% |
| 1Y | -0.3% | +110.7% | -111.0% | -16.2% |
| 3Y | -46.8% | +204.3% | -251.1% | -59.6% |
| 5Y | -36.2% | +54.4% | -90.6% | -49.4% |
| All | +3.5% | +661.7% | -658.2% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling