-40.6%
FIS vs PSA
+52.1%
-92.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -29.4% | +1.5% | -30.9% | -29.9% |
| 30D | -16.7% | +16.7% | -33.4% | -21.3% |
| 3M | -33.0% | +4.0% | -37.0% | -34.1% |
| 6M | -33.3% | +10.9% | -44.2% | -35.8% |
| YTD | -56.0% | +34.2% | -90.2% | -60.8% |
| 1Y | -54.6% | +26.6% | -81.2% | -58.6% |
| 3Y | -40.6% | +54.7% | -95.4% | -51.4% |
| All | -40.6% | +52.1% | -92.7% | -51.4% |
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