-40.6%
FIS vs PFGC
+84.2%
-124.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.3% | -1.7% |
| 7D | -29.4% | +10.8% | -40.3% | -29.8% |
| 30D | -16.7% | +17.8% | -34.5% | -18.3% |
| 3M | -33.0% | -2.7% | -30.2% | -31.4% |
| 6M | -33.3% | +20.0% | -53.4% | -34.6% |
| YTD | -56.0% | +24.3% | -80.3% | -57.6% |
| 1Y | -54.6% | +13.2% | -67.8% | -55.0% |
| 3Y | -40.6% | +85.9% | -126.6% | -51.5% |
| All | -40.6% | +84.2% | -124.9% | -51.5% |
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