-40.4%
FIS vs PNC
+24.9%
-65.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -8.9% | -0.9% | -8.0% | -8.6% |
| 30D | -9.9% | -4.4% | -5.5% | -8.7% |
| 3M | 0.0% | +5.3% | -5.3% | -1.3% |
| 6M | -22.9% | +19.6% | -42.5% | -26.4% |
| YTD | -40.9% | +19.1% | -60.0% | -43.6% |
| 1Y | -40.4% | +24.3% | -64.7% | -45.7% |
| All | -40.4% | +24.9% | -65.3% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling