-54.5%
FIS vs PPL
+62.0%
-116.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | -25.5% | +0.4% | -25.9% | -25.6% |
| 30D | -15.1% | +5.4% | -20.5% | -17.1% |
| 3M | -32.1% | +4.3% | -36.4% | -33.5% |
| 6M | -36.1% | -1.3% | -34.7% | -35.8% |
| YTD | -55.4% | +4.7% | -60.1% | -56.7% |
| 1Y | -53.9% | +1.3% | -55.1% | -54.6% |
| 3Y | -39.8% | +57.2% | -97.0% | -52.7% |
| 5Y | -71.1% | +48.2% | -119.3% | -76.8% |
| All | -54.5% | +62.0% | -116.5% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling