-26.5%
FIS vs PBR
+97.2%
-123.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -9.1% | +0.3% | -9.4% | -9.1% |
| 30D | -10.4% | +17.5% | -28.0% | -11.3% |
| 3M | -3.7% | +20.9% | -24.6% | -4.9% |
| 6M | -24.8% | +20.2% | -45.0% | -25.8% |
| YTD | -41.6% | +84.3% | -125.8% | -45.1% |
| 1Y | -42.7% | +77.1% | -119.8% | -46.1% |
| All | -26.5% | +97.2% | -123.7% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling