-42.7%
FIS vs PFGC
-8.5%
-34.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.3% |
| 7D | -9.1% | -3.7% | -5.4% | -8.8% |
| 30D | -10.4% | -16.0% | +5.5% | -9.3% |
| 3M | -3.7% | -4.1% | +0.4% | -2.3% |
| 6M | -24.8% | +8.7% | -33.5% | -23.5% |
| YTD | -41.6% | +6.4% | -47.9% | -41.1% |
| 1Y | -42.7% | -8.4% | -34.4% | -39.9% |
| All | -42.7% | -8.5% | -34.2% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling