+226.1%
FIS vs PSA
+2,835.7%
-2,609.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -29.4% | +1.5% | -30.9% | -30.1% |
| 30D | -16.7% | +16.7% | -33.4% | -22.0% |
| 3M | -33.0% | +4.0% | -37.0% | -34.3% |
| 6M | -33.3% | +10.9% | -44.2% | -36.3% |
| YTD | -56.0% | +34.2% | -90.2% | -61.4% |
| 1Y | -54.6% | +26.6% | -81.2% | -59.2% |
| 3Y | -40.6% | +54.7% | -95.4% | -51.4% |
| 5Y | -71.9% | +30.0% | -102.0% | -75.7% |
| 10Y | -55.3% | +132.7% | -188.0% | -70.1% |
| All | +226.1% | +2,835.7% | -2,609.6% | -19.4% |
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 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