-65.6%
FIS vs PFGC
+110.5%
-176.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -5.3% |
| 7D | -3.5% | -2.4% | -1.0% | -2.6% |
| 30D | -7.8% | -15.8% | +7.9% | -2.5% |
| 3M | +0.8% | -0.6% | +1.4% | +1.0% |
| 6M | -21.9% | +10.7% | -32.6% | -24.9% |
| YTD | -39.5% | +7.6% | -47.1% | -41.8% |
| 1Y | -41.0% | -7.8% | -33.2% | -39.9% |
| 3Y | -23.6% | +63.7% | -87.3% | -39.1% |
| 5Y | -65.6% | +112.3% | -177.9% | -76.2% |
| All | -65.6% | +110.5% | -176.1% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling