+295.0%
PCAR vs FIS
-52.2%
+347.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.7% | -4.3% | +0.6% |
| 7D | +2.2% | +1.5% | +0.7% | +1.7% |
| 30D | +0.3% | -11.8% | +12.2% | +1.9% |
| 3M | -17.9% | -28.5% | +10.6% | -11.5% |
| 6M | -3.4% | -27.0% | +23.6% | +2.9% |
| YTD | -0.1% | -53.1% | +53.0% | +21.6% |
| 1Y | +13.4% | -52.8% | +66.2% | +37.7% |
| 3Y | +37.2% | -37.5% | +74.7% | +49.0% |
| 5Y | +117.3% | -71.1% | +188.4% | +200.6% |
| 10Y | +295.0% | -52.0% | +347.0% | +349.3% |
| All | +295.0% | -52.2% | +347.2% | +349.3% |
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