-40.9%
FIS vs PSA
+98.4%
-139.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.5% |
| 7D | -9.1% | -2.2% | -6.8% | -8.2% |
| 30D | -10.4% | -9.6% | -0.9% | -6.7% |
| 3M | -3.7% | -7.9% | +4.2% | -0.4% |
| 6M | -24.8% | -2.0% | -22.8% | -24.5% |
| YTD | -41.6% | +15.7% | -57.3% | -45.5% |
| 1Y | -42.7% | +5.8% | -48.5% | -44.6% |
| 3Y | -26.2% | +21.6% | -47.8% | -33.8% |
| 5Y | -66.1% | +13.1% | -79.3% | -69.2% |
| 10Y | -40.9% | +101.3% | -142.1% | -57.5% |
| All | -40.9% | +98.4% | -139.2% | -57.5% |
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