+367.2%
PCAR vs FIS
-37.3%
+404.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | -6.2% | -2.2% | -4.0% | -5.7% |
| 3M | +5.9% | +2.1% | +3.8% | +4.6% |
| 6M | +0.4% | -14.7% | +15.1% | +4.1% |
| YTD | +14.8% | -35.7% | +50.5% | +30.2% |
| 1Y | +30.1% | -37.1% | +67.2% | +48.3% |
| 3Y | +66.7% | -20.0% | +86.7% | +72.4% |
| 5Y | +166.1% | -62.1% | +228.3% | +248.8% |
| All | +367.2% | -37.3% | +404.6% | +394.2% |
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