-38.4%
FIS vs PL
+403.1%
-441.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.1% | +8.9% | -0.9% |
| 7D | -21.2% | -20.5% | -0.6% | -20.5% |
| 30D | -12.1% | -38.8% | +26.7% | -10.7% |
| 3M | -30.6% | -49.1% | +18.5% | -29.1% |
| 6M | -35.5% | -69.4% | +33.9% | -33.3% |
| YTD | -54.4% | -42.3% | -12.0% | -54.8% |
| 1Y | -52.9% | -14.2% | -38.7% | -54.7% |
| All | -38.4% | +403.1% | -441.5% | -52.1% |
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 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