+238.2%
FIS vs PPL
+284.3%
-46.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -21.2% | +1.0% | -22.2% | -21.5% |
| 30D | -12.1% | +6.8% | -18.9% | -14.5% |
| 3M | -30.6% | +3.9% | -34.5% | -31.8% |
| 6M | -35.5% | -2.0% | -33.5% | -35.1% |
| YTD | -54.4% | +5.3% | -59.6% | -55.6% |
| 1Y | -52.9% | +2.2% | -55.1% | -53.7% |
| 3Y | -38.7% | +56.7% | -95.4% | -50.2% |
| 5Y | -70.4% | +49.1% | -119.5% | -75.6% |
| 10Y | -52.8% | +63.6% | -116.4% | -63.8% |
| All | +238.2% | +284.3% | -46.1% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling