-55.6%
FIS vs PSA
+26.7%
-82.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.0% |
| 7D | -3.5% | -2.1% | -1.4% | -3.2% |
| 30D | -19.4% | +15.6% | -35.0% | -21.9% |
| 3M | -31.6% | +4.1% | -35.6% | -32.5% |
| 6M | -32.5% | +9.2% | -41.7% | -33.4% |
| YTD | -56.0% | +32.3% | -88.3% | -57.3% |
| All | -55.6% | +26.7% | -82.3% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling