-36.1%
FIS vs PAAS
-23.7%
-12.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -1.9% |
| 7D | -25.5% | +8.4% | -33.9% | -23.5% |
| 30D | -15.1% | -7.2% | -7.9% | -14.2% |
| 3M | -32.1% | -14.0% | -18.1% | -32.0% |
| 6M | -36.1% | -26.8% | -9.3% | -35.9% |
| All | -36.1% | -23.7% | -12.3% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 6mo: compounded portfolio wealth divided by compounded PAAS 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…
6mo analysis · Full analysis span regression · 6 months rolling