-48.5%
FIS vs PLTD
-77.8%
+29.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.6% | -0.6% |
| 7D | +1.1% | +5.9% | -4.8% | +1.6% |
| 30D | -2.2% | -11.6% | +9.4% | -3.0% |
| 3M | +2.1% | -29.9% | +32.1% | +0.2% |
| 6M | -14.7% | -28.5% | +13.9% | -15.9% |
| YTD | -35.7% | -20.4% | -15.3% | -36.1% |
| 1Y | -37.1% | -33.3% | -3.8% | -38.3% |
| All | -48.5% | -77.8% | +29.3% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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