-64.8%
FIS vs PBR
+558.3%
-623.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.0% |
| 7D | -8.9% | +4.2% | -13.1% | -9.2% |
| 30D | -9.9% | +22.7% | -32.7% | -11.5% |
| 3M | 0.0% | +21.5% | -21.5% | -1.8% |
| 6M | -22.9% | +24.0% | -46.9% | -24.5% |
| YTD | -40.9% | +88.2% | -129.1% | -44.7% |
| 1Y | -40.4% | +74.8% | -115.2% | -43.9% |
| 3Y | -25.4% | +105.1% | -130.5% | -31.6% |
| 5Y | -64.8% | +572.2% | -637.1% | -73.1% |
| All | -64.8% | +558.3% | -623.2% | -73.1% |
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