-70.8%
FIS vs PBR
+459.2%
-530.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +4.0% |
| 7D | +2.8% | -1.0% | +3.8% | +2.9% |
| 30D | -16.7% | -29.3% | +12.6% | -14.1% |
| 3M | -32.3% | +5.5% | -37.8% | -32.4% |
| 6M | -29.1% | -2.9% | -26.2% | -28.7% |
| YTD | -54.1% | +61.5% | -115.6% | -56.4% |
| 1Y | -53.7% | +46.9% | -100.6% | -55.6% |
| 3Y | -38.8% | +66.4% | -105.3% | -42.8% |
| All | -70.8% | +459.2% | -530.0% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling