+9.7%
PCAR vs FIS
-54.6%
+64.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.8% | -27.4% | +31.2% | +2.6% |
| 30D | -2.0% | -16.8% | +14.9% | -3.2% |
| 3M | -19.1% | -32.6% | +13.6% | -20.2% |
| 6M | -6.8% | -33.4% | +26.6% | -8.2% |
| YTD | -2.5% | -56.0% | +53.6% | +6.4% |
| 1Y | +9.7% | -55.1% | +64.7% | +17.9% |
| All | +9.7% | -54.6% | +64.2% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling