-47.5%
FISV vs PENG
+209.7%
-257.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.5% | +9.2% | +3.7% |
| 7D | +1.4% | +13.2% | -11.8% | +1.4% |
| 30D | +38.4% | -29.9% | +68.4% | +38.6% |
| 3M | +14.9% | -22.2% | +37.2% | +14.7% |
| 6M | +21.8% | -1.9% | +23.7% | +18.6% |
| YTD | -5.0% | +142.1% | -147.2% | -15.6% |
| 1Y | -1.2% | +151.5% | -152.7% | -12.5% |
| 3Y | -47.5% | +206.9% | -254.5% | -55.5% |
| All | -47.5% | +209.7% | -257.3% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling