+376.5%
FIS vs PBR
+1,642.0%
-1,265.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +1.1% | +8.6% | -7.5% | -0.4% |
| 30D | -2.2% | +12.8% | -15.0% | -4.3% |
| 3M | +2.1% | +14.7% | -12.5% | -0.6% |
| 6M | -14.7% | +25.2% | -39.8% | -18.5% |
| YTD | -35.7% | +77.1% | -112.8% | -42.4% |
| 1Y | -37.1% | +69.6% | -106.6% | -43.3% |
| 3Y | -20.0% | +95.6% | -115.6% | -30.8% |
| 5Y | -62.1% | +501.8% | -563.9% | -74.2% |
| 10Y | -37.4% | +640.6% | -678.0% | -63.4% |
| All | +376.5% | +1,642.0% | -1,265.5% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling