-39.8%
FIS vs PCOR
+43.8%
-83.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | -25.5% | +22.7% | -48.2% | -29.0% |
| 30D | -15.1% | +37.5% | -52.5% | -21.3% |
| 3M | -32.1% | +35.2% | -67.3% | -37.0% |
| 6M | -36.1% | +42.2% | -78.3% | -41.9% |
| YTD | -55.4% | +3.6% | -59.0% | -57.4% |
| 1Y | -53.9% | -4.8% | -49.1% | -55.3% |
| 3Y | -39.8% | +48.3% | -88.1% | -49.4% |
| All | -39.8% | +43.8% | -83.5% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling