-76.8%
FIS vs PCOR
-7.7%
-69.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.1% | +6.4% |
| 7D | +1.5% | +2.5% | -1.0% | +1.1% |
| 30D | -11.8% | +37.9% | -49.7% | -18.1% |
| 3M | -28.5% | +32.0% | -60.5% | -33.2% |
| 6M | -27.0% | +54.7% | -81.8% | -34.3% |
| YTD | -53.1% | +6.6% | -59.7% | -55.0% |
| 1Y | -52.8% | -1.7% | -51.1% | -54.1% |
| 3Y | -37.5% | +49.0% | -86.4% | -45.3% |
| 5Y | -71.1% | -12.5% | -58.5% | -74.5% |
| All | -76.8% | -7.7% | -69.1% | -79.6% |
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