+376.5%
FIS vs PSA
+2,495.3%
-2,118.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +1.1% | -3.7% | +4.8% | +2.6% |
| 30D | -2.2% | -7.7% | +5.5% | +1.0% |
| 3M | +2.1% | -0.6% | +2.7% | +2.4% |
| 6M | -14.7% | -0.9% | -13.8% | -14.8% |
| YTD | -35.7% | +18.7% | -54.4% | -40.5% |
| 1Y | -37.1% | +7.6% | -44.7% | -39.5% |
| 3Y | -20.0% | +23.7% | -43.7% | -28.2% |
| 5Y | -62.1% | +13.7% | -75.8% | -65.4% |
| 10Y | -37.4% | +98.9% | -136.2% | -55.4% |
| All | +376.5% | +2,495.3% | -2,118.8% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling