-69.0%
FIS vs PL
+84.9%
-153.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.8% |
| 7D | +1.1% | -9.3% | +10.4% | +1.7% |
| 30D | -2.2% | -18.9% | +16.7% | -0.9% |
| 3M | +2.1% | -58.4% | +60.5% | +7.9% |
| 6M | -14.7% | -30.3% | +15.6% | -14.9% |
| YTD | -35.7% | -8.1% | -27.6% | -37.8% |
| 1Y | -37.1% | +180.5% | -217.6% | -46.5% |
| 3Y | -20.0% | +444.1% | -464.2% | -41.6% |
| 5Y | -62.1% | +83.0% | -145.2% | -72.7% |
| All | -69.0% | +84.9% | -153.9% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling