-37.4%
FIS vs PR
+109.1%
-146.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +1.1% | +2.9% | -1.8% | +0.9% |
| 30D | -2.2% | +18.0% | -20.3% | -3.1% |
| 3M | +2.1% | +16.9% | -14.7% | +1.2% |
| 6M | -14.7% | +28.2% | -42.9% | -15.9% |
| YTD | -35.7% | +69.3% | -105.0% | -37.6% |
| 1Y | -37.1% | +69.5% | -106.6% | -39.0% |
| 3Y | -20.0% | +81.7% | -101.7% | -23.3% |
| 5Y | -62.1% | +422.2% | -484.4% | -65.5% |
| All | -37.4% | +109.1% | -146.4% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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