+31.8%
PCAR vs FIS
-39.8%
+71.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.1% |
| 7D | +0.1% | -25.5% | +25.5% | +3.0% |
| 30D | -4.6% | -15.1% | +10.5% | -4.2% |
| 3M | -22.6% | -32.1% | +9.5% | -19.1% |
| 6M | -12.0% | -36.1% | +24.1% | -7.2% |
| YTD | -6.1% | -55.4% | +49.3% | +9.6% |
| 1Y | +6.3% | -53.9% | +60.2% | +22.7% |
| 3Y | +31.8% | -39.8% | +71.5% | +41.0% |
| All | +31.8% | -39.8% | +71.6% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling