+293.0%
PCAR vs FIS
-54.6%
+347.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.0% | +4.0% |
| 7D | +2.9% | -29.4% | +32.3% | +11.7% |
| 30D | -2.1% | -16.7% | +14.6% | +0.9% |
| 3M | -20.4% | -33.0% | +12.6% | -12.5% |
| 6M | -7.0% | -33.3% | +26.4% | +1.7% |
| YTD | -2.6% | -56.0% | +53.4% | +20.6% |
| 1Y | +9.8% | -54.6% | +64.4% | +34.5% |
| 3Y | +37.3% | -40.6% | +77.9% | +51.1% |
| 5Y | +116.4% | -71.9% | +188.4% | +200.1% |
| 10Y | +293.0% | -55.3% | +348.3% | +351.4% |
| All | +293.0% | -54.6% | +347.6% | +351.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling