-40.9%
FIS vs PFG
+239.8%
-280.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | -9.1% | +3.2% | -12.3% | -10.4% |
| 30D | -10.4% | +0.9% | -11.4% | -10.9% |
| 3M | -3.7% | +7.7% | -11.4% | -6.9% |
| 6M | -24.8% | +29.0% | -53.7% | -33.0% |
| YTD | -41.6% | +32.5% | -74.0% | -48.6% |
| 1Y | -42.7% | +47.3% | -90.1% | -52.1% |
| 3Y | -26.2% | +68.2% | -94.5% | -42.8% |
| 5Y | -66.1% | +108.5% | -174.6% | -76.3% |
| 10Y | -40.9% | +241.4% | -282.2% | -70.5% |
| All | -40.9% | +239.8% | -280.6% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling