-52.8%
FIS vs PR
+73.4%
-126.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.8% | +3.9% | +6.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | -11.8% | -4.6% | -7.2% | -11.4% |
| 3M | -28.5% | +4.7% | -33.2% | -27.5% |
| 6M | -27.0% | +12.4% | -39.5% | -25.6% |
| YTD | -53.1% | +62.9% | -116.0% | -50.5% |
| 1Y | -52.8% | +70.6% | -123.3% | -49.4% |
| All | -52.8% | +73.4% | -126.1% | -49.4% |
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