-40.9%
FIS vs PFGC
+287.3%
-328.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -9.1% | -3.7% | -5.4% | -8.2% |
| 30D | -10.4% | -16.0% | +5.5% | -6.6% |
| 3M | -3.7% | -4.1% | +0.4% | -2.7% |
| 6M | -24.8% | +8.7% | -33.5% | -26.6% |
| YTD | -41.6% | +6.4% | -47.9% | -43.0% |
| 1Y | -42.7% | -8.4% | -34.4% | -42.1% |
| 3Y | -26.2% | +61.8% | -88.0% | -35.8% |
| 5Y | -66.1% | +108.7% | -174.8% | -72.7% |
| 10Y | -40.9% | +298.1% | -339.0% | -58.3% |
| All | -40.9% | +287.3% | -328.2% | -58.3% |
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