-76.2%
PCG vs FIS
-55.6%
-20.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | -27.4% | +26.9% | +8.1% |
| 30D | +0.8% | -16.8% | +17.6% | +4.5% |
| 3M | -22.0% | -32.6% | +10.6% | -13.7% |
| 6M | -17.1% | -33.4% | +16.3% | -8.4% |
| YTD | -16.9% | -56.0% | +39.2% | +5.1% |
| 1Y | -19.1% | -55.1% | +36.0% | +1.4% |
| 3Y | -19.4% | -41.4% | +22.0% | -11.1% |
| 5Y | +9.0% | -72.7% | +81.7% | +59.4% |
| 10Y | -76.2% | -55.5% | -20.7% | -67.3% |
| All | -76.2% | -55.6% | -20.6% | -67.3% |
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