+376.5%
FIS vs PH
+4,798.6%
-4,422.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.1% | -3.1% | +4.2% | +2.4% |
| 30D | -2.2% | -3.2% | +1.0% | -1.1% |
| 3M | +2.1% | +10.6% | -8.4% | -2.8% |
| 6M | -14.7% | -2.1% | -12.5% | -15.3% |
| YTD | -35.7% | +10.2% | -45.9% | -39.5% |
| 1Y | -37.1% | +28.2% | -65.3% | -44.8% |
| 3Y | -20.0% | +134.9% | -154.9% | -47.7% |
| 5Y | -62.1% | +253.6% | -315.8% | -79.7% |
| 10Y | -37.4% | +804.7% | -842.1% | -79.4% |
| All | +376.5% | +4,798.6% | -4,422.1% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling