-40.6%
FIS vs PBR
+697.0%
-737.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -7.9% | +5.4% | -13.3% | -8.7% |
| 30D | -8.0% | +22.9% | -30.8% | -11.1% |
| 3M | +0.6% | +19.6% | -19.0% | -2.7% |
| 6M | -22.2% | +16.5% | -38.7% | -24.6% |
| YTD | -40.8% | +86.7% | -127.4% | -47.3% |
| 1Y | -41.5% | +74.7% | -116.2% | -47.4% |
| 3Y | -25.5% | +102.6% | -128.1% | -35.8% |
| 5Y | -64.8% | +566.6% | -631.4% | -76.7% |
| All | -40.6% | +697.0% | -737.5% | -66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling