-0.6%
FISV vs PENG
+120.3%
-120.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.4% | +1.5% |
| 7D | +3.0% | +1.9% | +1.1% | +3.3% |
| 30D | +38.8% | -37.8% | +76.5% | +35.5% |
| 3M | +21.2% | -14.1% | +35.3% | +20.6% |
| 6M | +17.5% | +13.1% | +4.4% | +15.9% |
| YTD | -4.9% | +151.8% | -156.7% | -16.9% |
| 1Y | -0.6% | +136.0% | -136.5% | -13.1% |
| All | -0.6% | +120.3% | -120.8% | -13.1% |
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