-51.1%
FIS vs PBR
+74.7%
-125.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -7.0% | -16.7% | -23.3% |
| 7D | -18.4% | -11.0% | -7.4% | -18.2% |
| 30D | -11.4% | -18.8% | +7.4% | -11.4% |
| 3M | -32.0% | +7.8% | -39.8% | -29.9% |
| 6M | -35.6% | -7.6% | -28.0% | -34.5% |
| YTD | -53.8% | +72.7% | -126.4% | -48.0% |
| 1Y | -51.1% | +72.9% | -124.0% | -45.5% |
| All | -51.1% | +74.7% | -125.8% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling