+115.2%
PCAR vs FIS
-71.2%
+186.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -0.4% |
| 7D | +4.9% | +2.8% | +2.1% | +4.4% |
| 30D | -1.4% | -16.7% | +15.3% | +0.4% |
| 3M | -18.1% | -32.3% | +14.2% | -13.2% |
| 6M | -4.0% | -29.1% | +25.0% | +0.4% |
| YTD | -1.5% | -54.1% | +52.7% | +13.2% |
| 1Y | +13.2% | -53.7% | +66.9% | +29.8% |
| 3Y | +35.8% | -38.8% | +74.6% | +45.7% |
| All | +115.2% | -71.2% | +186.5% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling