-54.3%
FIS vs PH
+700.5%
-754.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.5% |
| 7D | -3.5% | +7.4% | -10.9% | -6.2% |
| 30D | -19.4% | +0.5% | -19.9% | -19.6% |
| 3M | -31.6% | -10.2% | -21.3% | -28.8% |
| 6M | -32.5% | +8.9% | -41.5% | -35.5% |
| YTD | -56.0% | +9.7% | -65.6% | -58.5% |
| 1Y | -55.5% | +12.8% | -68.4% | -58.6% |
| 3Y | -41.3% | +134.6% | -175.9% | -61.8% |
| 5Y | -72.3% | +204.5% | -276.8% | -84.4% |
| All | -54.3% | +700.5% | -754.8% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling