-24.0%
FIS vs PFGC
+419.1%
-443.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 6M | -14.7% | +8.6% | -23.3% | -16.7% |
| YTD | -35.7% | +9.7% | -45.4% | -37.7% |
| 1Y | -37.1% | -6.3% | -30.8% | -36.7% |
| 3Y | -20.0% | +58.2% | -78.2% | -29.8% |
| 5Y | -62.1% | +110.4% | -172.6% | -69.3% |
| 10Y | -37.4% | +272.8% | -310.1% | -55.5% |
| All | -24.0% | +419.1% | -443.1% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling