-66.1%
FIS vs PNR
-20.5%
-45.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.7% |
| 7D | -9.1% | -3.9% | -5.2% | -7.6% |
| 30D | -10.4% | -13.8% | +3.4% | -4.9% |
| 3M | -3.7% | -22.5% | +18.8% | +5.7% |
| 6M | -24.8% | -37.2% | +12.4% | -10.5% |
| YTD | -41.6% | -44.2% | +2.7% | -26.8% |
| 1Y | -42.7% | -46.6% | +3.9% | -26.9% |
| 3Y | -26.2% | -12.5% | -13.7% | -27.1% |
| 5Y | -66.1% | -19.3% | -46.8% | -69.8% |
| All | -66.1% | -20.5% | -45.6% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling