-70.4%
FIS vs PCOR
-22.6%
-47.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -21.2% | +23.7% | -44.9% | -25.4% |
| 30D | -12.1% | +39.0% | -51.1% | -18.9% |
| 3M | -30.6% | +35.8% | -66.4% | -35.8% |
| 6M | -35.5% | +38.2% | -73.7% | -41.0% |
| YTD | -54.4% | +3.9% | -58.3% | -56.2% |
| 1Y | -52.9% | +5.7% | -58.6% | -55.0% |
| 3Y | -38.7% | +44.8% | -83.4% | -46.7% |
| 5Y | -70.4% | -19.8% | -50.7% | -73.0% |
| All | -70.4% | -22.6% | -47.9% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling