-71.9%
FIS vs PPL
+48.1%
-120.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -29.4% | -1.2% | -28.2% | -29.0% |
| 30D | -16.7% | +4.2% | -21.0% | -18.2% |
| 3M | -33.0% | +1.5% | -34.5% | -33.4% |
| 6M | -33.3% | +1.0% | -34.4% | -33.8% |
| YTD | -56.0% | +4.4% | -60.4% | -57.2% |
| 1Y | -54.6% | +0.8% | -55.3% | -55.1% |
| 3Y | -40.6% | +56.5% | -97.1% | -53.4% |
| 5Y | -71.9% | +47.7% | -119.6% | -77.4% |
| All | -71.9% | +48.1% | -120.0% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling