-48.0%
FIS vs PFGC
+488.3%
-536.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.3% | -2.2% |
| 7D | -29.4% | +10.8% | -40.3% | -31.8% |
| 30D | -16.7% | +17.8% | -34.5% | -20.7% |
| 3M | -33.0% | -2.7% | -30.2% | -33.3% |
| 6M | -33.3% | +20.0% | -53.4% | -36.9% |
| YTD | -56.0% | +24.3% | -80.3% | -59.0% |
| 1Y | -54.6% | +13.2% | -67.8% | -56.8% |
| 3Y | -40.6% | +85.9% | -126.6% | -50.3% |
| 5Y | -71.9% | +141.0% | -213.0% | -78.2% |
| 10Y | -55.3% | +370.6% | -425.9% | -69.8% |
| All | -48.0% | +488.3% | -536.3% | -65.7% |
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