-29.1%
FIS vs PNC
+10.3%
-39.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +2.8% | +3.1% | -0.2% | +2.2% |
| 30D | -16.7% | +7.6% | -24.4% | -19.0% |
| 3M | -32.3% | -8.1% | -24.1% | -30.1% |
| 6M | -29.1% | +12.6% | -41.7% | -29.7% |
| All | -29.1% | +10.3% | -39.4% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling