-37.1%
FIS vs PNR
-43.1%
+6.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | -2.4% | +3.5% | +1.7% |
| 30D | -2.2% | -12.8% | +10.5% | +1.1% |
| 3M | +2.1% | -17.0% | +19.1% | +5.8% |
| 6M | -14.7% | -37.4% | +22.7% | -3.5% |
| YTD | -35.7% | -41.6% | +5.9% | -24.3% |
| 1Y | -37.1% | -44.6% | +7.6% | -24.8% |
| All | -37.1% | -43.1% | +6.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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