-47.4%
FISV vs PENG
+184.4%
-231.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.4% | -12.2% | +0.2% |
| 7D | +25.7% | -19.4% | +45.2% | +25.7% |
| 30D | +38.8% | -42.4% | +81.2% | +39.1% |
| 3M | +16.2% | -25.6% | +41.9% | +16.0% |
| 6M | +12.1% | +7.3% | +4.8% | +7.3% |
| YTD | -6.4% | +113.9% | -120.2% | -16.8% |
| 1Y | +2.0% | +93.6% | -91.5% | -8.7% |
| 3Y | -47.4% | +170.2% | -217.7% | -56.6% |
| All | -47.4% | +184.4% | -231.8% | -56.6% |
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