-77.3%
FIS vs PCOR
-7.6%
-69.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +2.8% | +3.0% | -0.2% | +2.3% |
| 30D | -16.7% | +38.7% | -55.4% | -22.7% |
| 3M | -32.3% | +24.9% | -57.1% | -35.9% |
| 6M | -29.1% | +68.8% | -97.8% | -37.2% |
| YTD | -54.1% | +6.7% | -60.8% | -56.0% |
| 1Y | -53.7% | +3.0% | -56.7% | -55.4% |
| 3Y | -38.8% | +48.6% | -87.5% | -46.4% |
| 5Y | -71.1% | -12.7% | -58.4% | -74.6% |
| All | -77.3% | -7.6% | -69.7% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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