-40.6%
FIS vs PL
+544.4%
-585.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.5% | -15.9% | -1.8% |
| 7D | -29.4% | +10.9% | -40.3% | -29.6% |
| 30D | -16.7% | -16.4% | -0.4% | -16.3% |
| 3M | -33.0% | -39.9% | +7.0% | -31.9% |
| 6M | -33.3% | -63.2% | +29.9% | -31.3% |
| YTD | -56.0% | -27.1% | -28.9% | -56.8% |
| 1Y | -54.6% | +12.2% | -66.8% | -56.8% |
| 3Y | -40.6% | +584.3% | -624.9% | -55.3% |
| All | -40.6% | +544.4% | -585.0% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling