-23.6%
FIS vs PSA
+24.4%
-48.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.8% |
| 7D | -3.5% | -0.4% | -3.0% | -3.3% |
| 30D | -7.8% | -8.2% | +0.3% | -5.0% |
| 3M | +0.8% | -2.1% | +3.0% | +1.8% |
| 6M | -21.9% | -0.2% | -21.7% | -21.9% |
| YTD | -39.5% | +18.5% | -58.0% | -43.7% |
| 1Y | -41.0% | +6.6% | -47.6% | -42.6% |
| 3Y | -23.6% | +24.5% | -48.1% | -33.7% |
| All | -23.6% | +24.4% | -48.0% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling