-38.8%
FIS vs PNC
+115.6%
-154.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +2.8% | +3.1% | -0.2% | +1.7% |
| 30D | -16.7% | +7.6% | -24.4% | -19.3% |
| 3M | -32.3% | -8.1% | -24.1% | -30.2% |
| 6M | -29.1% | +12.6% | -41.7% | -32.4% |
| YTD | -54.1% | +15.0% | -69.1% | -56.9% |
| 1Y | -53.7% | +30.4% | -84.1% | -58.8% |
| 3Y | -38.8% | +116.1% | -155.0% | -58.4% |
| All | -38.8% | +115.6% | -154.5% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling