-55.1%
FIS vs PR
+67.7%
-122.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -16.2% |
| 3M | -32.6% | +3.0% | -35.6% | -31.5% |
| 6M | -33.4% | +11.8% | -45.2% | -32.0% |
| YTD | -56.0% | +58.5% | -114.5% | -53.9% |
| 1Y | -55.1% | +69.9% | -125.0% | -51.9% |
| All | -55.1% | +67.7% | -122.8% | -51.9% |
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