-40.2%
FIS vs PH
+794.6%
-834.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.6% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -7.8% | -10.8% | +3.0% | -3.7% |
| 3M | +0.8% | +8.5% | -7.6% | -3.1% |
| 6M | -21.9% | +3.9% | -25.8% | -24.3% |
| YTD | -39.5% | +9.4% | -48.9% | -42.8% |
| 1Y | -41.0% | +26.8% | -67.8% | -47.9% |
| 3Y | -23.6% | +140.8% | -164.4% | -50.9% |
| 5Y | -65.6% | +253.8% | -319.4% | -81.8% |
| 10Y | -40.2% | +792.3% | -832.5% | -79.3% |
| All | -40.2% | +794.6% | -834.8% | -79.3% |
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