-52.0%
FIS vs PSA
+133.3%
-185.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | +1.5% | -2.1% | +3.6% | +2.4% |
| 30D | -11.8% | +16.2% | -28.0% | -17.4% |
| 3M | -28.5% | +4.3% | -32.9% | -30.0% |
| 6M | -27.0% | +9.9% | -36.9% | -30.2% |
| YTD | -53.1% | +33.3% | -86.4% | -59.0% |
| 1Y | -52.8% | +25.8% | -78.6% | -57.7% |
| 3Y | -37.5% | +54.8% | -92.3% | -49.7% |
| 5Y | -71.1% | +27.5% | -98.6% | -75.0% |
| 10Y | -52.0% | +134.5% | -186.5% | -68.0% |
| All | -52.0% | +133.3% | -185.3% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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