-62.4%
FISV vs PENG
+106.3%
-168.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -4.1% |
| 7D | -1.6% | +7.8% | -9.4% | -1.3% |
| 30D | -3.0% | -12.2% | +9.2% | -3.5% |
| 3M | -3.5% | -20.6% | +17.1% | -4.0% |
| 6M | -19.4% | +180.9% | -200.3% | -30.3% |
| YTD | -24.3% | +162.3% | -186.6% | -34.3% |
| 1Y | -62.4% | +107.3% | -169.7% | -66.8% |
| All | -62.4% | +106.3% | -168.7% | -66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling