-54.3%
FIS vs PSA
+133.1%
-187.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -5.8% |
| 7D | -3.5% | -2.1% | -1.4% | -2.7% |
| 30D | -19.4% | +15.6% | -35.0% | -24.4% |
| 3M | -31.6% | +4.1% | -35.6% | -32.9% |
| 6M | -32.5% | +9.2% | -41.7% | -35.3% |
| YTD | -56.0% | +32.3% | -88.3% | -61.4% |
| 1Y | -55.5% | +26.2% | -81.7% | -60.2% |
| 3Y | -41.3% | +53.7% | -95.0% | -52.6% |
| 5Y | -72.3% | +26.6% | -98.8% | -76.0% |
| All | -54.3% | +133.1% | -187.4% | -69.5% |
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