-44.0%
FIS vs PR
+147.8%
-191.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -1.0% |
| 7D | -21.2% | -16.5% | -4.6% | -20.3% |
| 30D | -12.1% | -4.5% | -7.5% | -11.8% |
| 3M | -30.6% | +8.5% | -39.1% | -30.9% |
| 6M | -35.5% | -3.3% | -32.2% | -35.4% |
| YTD | -54.4% | +55.7% | -110.1% | -55.5% |
| 1Y | -52.9% | +82.0% | -134.9% | -54.5% |
| 3Y | -38.7% | +62.5% | -101.1% | -40.7% |
| 5Y | -70.4% | +223.9% | -294.3% | -72.6% |
| 10Y | -52.8% | +64.2% | -117.0% | -55.7% |
| All | -44.0% | +147.8% | -191.8% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling