+376.5%
FIS vs PAAS
+1,652.8%
-1,276.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +1.1% | -2.9% | +4.0% | +1.3% |
| 30D | -2.2% | +6.8% | -9.0% | -2.9% |
| 3M | +2.1% | -2.9% | +5.0% | +2.0% |
| 6M | -14.7% | -16.4% | +1.8% | -14.1% |
| YTD | -35.7% | 0.0% | -35.7% | -36.5% |
| 1Y | -37.1% | +54.3% | -91.4% | -40.2% |
| 3Y | -20.0% | +230.7% | -250.7% | -29.8% |
| 5Y | -62.1% | +111.6% | -173.8% | -66.0% |
| 10Y | -37.4% | +211.7% | -249.1% | -47.6% |
| All | +376.5% | +1,652.8% | -1,276.3% | +308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling