-55.5%
FIS vs PR
+65.1%
-120.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -27.4% | -9.5% | -17.9% | -26.9% |
| 30D | -16.8% | -5.7% | -11.1% | -16.5% |
| 3M | -32.6% | +3.0% | -35.6% | -32.7% |
| 6M | -33.4% | +11.8% | -45.2% | -33.9% |
| YTD | -56.0% | +58.5% | -114.5% | -57.2% |
| 1Y | -55.1% | +69.9% | -125.0% | -56.5% |
| 3Y | -41.4% | +84.9% | -126.3% | -43.8% |
| 5Y | -72.7% | +246.4% | -319.1% | -74.7% |
| 10Y | -55.5% | +70.3% | -125.8% | -57.6% |
| All | -55.5% | +65.1% | -120.5% | -57.6% |
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