-13.7%
FISV vs PENG
+762.7%
-776.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.2% |
| 7D | -0.3% | +4.5% | -4.9% | -0.8% |
| 30D | -2.1% | -7.1% | +5.1% | -1.5% |
| 3M | -5.7% | -27.3% | +21.5% | -4.7% |
| 6M | -15.3% | +169.6% | -184.9% | -29.3% |
| YTD | -21.1% | +164.6% | -185.7% | -34.2% |
| 1Y | -61.1% | +109.5% | -170.6% | -66.7% |
| 3Y | -56.8% | +98.9% | -155.8% | -65.1% |
| 5Y | -54.2% | +116.3% | -170.4% | -64.7% |
| All | -13.7% | +762.7% | -776.3% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling