-78.5%
FIS vs PL
+28.1%
-106.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.4% | -12.6% | -2.9% |
| 7D | -25.5% | -6.8% | -18.6% | -25.1% |
| 30D | -15.1% | -29.3% | +14.2% | -13.2% |
| 3M | -32.1% | -44.8% | +12.6% | -29.6% |
| 6M | -36.1% | -68.4% | +32.3% | -31.7% |
| YTD | -55.4% | -36.4% | -19.0% | -55.9% |
| 1Y | -53.9% | +0.7% | -54.6% | -56.7% |
| 3Y | -39.8% | +455.3% | -495.1% | -57.1% |
| 5Y | -71.1% | +22.7% | -93.8% | -78.3% |
| All | -78.5% | +28.1% | -106.6% | -84.1% |
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