-55.5%
FIS vs PFGC
+366.4%
-421.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -27.4% | +15.0% | -42.4% | -30.6% |
| 30D | -16.8% | +17.0% | -33.8% | -20.8% |
| 3M | -32.6% | -2.5% | -30.2% | -33.0% |
| 6M | -33.4% | +19.2% | -52.6% | -37.0% |
| YTD | -56.0% | +23.4% | -79.5% | -59.1% |
| 1Y | -55.1% | +13.9% | -68.9% | -57.4% |
| 3Y | -41.4% | +82.0% | -123.4% | -51.0% |
| 5Y | -72.7% | +128.7% | -201.3% | -78.7% |
| 10Y | -55.5% | +361.5% | -417.0% | -69.6% |
| All | -55.5% | +366.4% | -421.9% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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