-18.8%
FIS vs PFGC
+66.2%
-85.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | -2.2% | -11.9% | +9.7% | +0.7% |
| 3M | +2.1% | +5.0% | -2.9% | +1.3% |
| 6M | -14.7% | +8.6% | -23.3% | -16.3% |
| YTD | -35.7% | +9.7% | -45.4% | -37.6% |
| 1Y | -37.1% | -6.3% | -30.8% | -35.7% |
| All | -18.8% | +66.2% | -85.0% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling