-65.0%
FIS vs PNC
+51.4%
-116.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | -7.9% | -0.6% | -7.3% | -7.6% |
| 30D | -8.0% | -4.4% | -3.6% | -5.8% |
| 3M | +0.6% | +5.2% | -4.6% | -2.0% |
| 6M | -22.2% | +20.6% | -42.8% | -29.6% |
| YTD | -40.8% | +19.8% | -60.5% | -46.5% |
| 1Y | -41.5% | +24.4% | -65.9% | -48.3% |
| 3Y | -25.5% | +131.2% | -156.7% | -55.5% |
| All | -65.0% | +51.4% | -116.4% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling