-70.4%
FIS vs PL
+11.6%
-82.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.1% | +8.9% | -0.6% |
| 7D | -21.2% | -20.5% | -0.6% | -19.9% |
| 30D | -12.1% | -38.8% | +26.7% | -9.2% |
| 3M | -30.6% | -49.1% | +18.5% | -27.6% |
| 6M | -35.5% | -69.4% | +33.9% | -31.1% |
| YTD | -54.4% | -42.3% | -12.0% | -54.6% |
| 1Y | -52.9% | -14.2% | -38.7% | -55.1% |
| 3Y | -38.7% | +398.7% | -437.3% | -55.9% |
| 5Y | -70.4% | +11.1% | -81.6% | -77.0% |
| All | -70.4% | +11.6% | -82.0% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling