+172.3%
PCAR vs FIS
-62.1%
+234.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | -6.2% | -2.2% | -4.0% | -5.9% |
| 3M | +5.9% | +2.1% | +3.8% | +5.1% |
| 6M | +0.4% | -14.7% | +15.1% | +3.0% |
| YTD | +14.8% | -35.7% | +50.5% | +25.6% |
| 1Y | +30.1% | -37.1% | +67.2% | +42.9% |
| 3Y | +66.7% | -20.0% | +86.7% | +72.6% |
| All | +172.3% | -62.1% | +234.4% | +220.9% |
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 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