-78.8%
FIS vs PL
+45.6%
-124.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -27.4% | +5.6% | -33.0% | -27.7% |
| 30D | -16.8% | -16.9% | +0.1% | -16.0% |
| 3M | -32.6% | -38.2% | +5.6% | -30.7% |
| 6M | -33.4% | -63.4% | +30.0% | -29.5% |
| YTD | -56.0% | -27.6% | -28.4% | -56.9% |
| 1Y | -55.1% | +6.6% | -61.7% | -57.9% |
| 3Y | -41.4% | +557.6% | -599.0% | -58.9% |
| 5Y | -72.7% | +39.5% | -112.2% | -79.5% |
| All | -78.8% | +45.6% | -124.5% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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