-38.8%
FIS vs PNR
+15.8%
-54.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +2.8% | +0.3% | +2.6% | +2.7% |
| 30D | -16.7% | +31.7% | -48.4% | -24.0% |
| 3M | -32.3% | +2.6% | -34.9% | -33.0% |
| 6M | -29.1% | -6.4% | -22.7% | -28.4% |
| YTD | -54.1% | -33.4% | -20.7% | -47.8% |
| 1Y | -53.7% | -35.1% | -18.6% | -46.9% |
| 3Y | -38.8% | +17.1% | -55.9% | -46.1% |
| All | -38.8% | +15.8% | -54.7% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling