-53.7%
FIS vs PR
+78.8%
-132.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +4.1% |
| 7D | +2.8% | +6.0% | -3.2% | +2.5% |
| 30D | -16.7% | -4.2% | -12.5% | -16.6% |
| 3M | -32.3% | +10.0% | -42.2% | -31.3% |
| 6M | -29.1% | +15.6% | -44.7% | -27.8% |
| YTD | -54.1% | +68.2% | -122.3% | -51.7% |
| 1Y | -53.7% | +79.2% | -132.9% | -50.0% |
| All | -53.7% | +78.8% | -132.5% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling