+348.4%
FIS vs PNC
+684.1%
-335.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.5% |
| 7D | -3.5% | +2.3% | -5.7% | -4.2% |
| 30D | -7.8% | -3.8% | -4.0% | -6.6% |
| 3M | +0.8% | +7.8% | -7.0% | -1.7% |
| 6M | -21.9% | +19.7% | -41.6% | -26.7% |
| YTD | -39.5% | +19.1% | -58.6% | -43.2% |
| 1Y | -41.0% | +23.1% | -64.1% | -45.3% |
| 3Y | -23.6% | +132.1% | -155.7% | -43.4% |
| 5Y | -65.6% | +52.2% | -117.8% | -70.8% |
| 10Y | -40.2% | +271.4% | -311.6% | -62.7% |
| All | +348.4% | +684.1% | -335.7% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling