-76.7%
PCG vs FIS
-54.6%
-22.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | -1.1% | -29.4% | +28.4% | +8.4% |
| 30D | +0.1% | -16.7% | +16.8% | +3.8% |
| 3M | -24.4% | -33.0% | +8.5% | -16.2% |
| 6M | -17.7% | -33.3% | +15.7% | -9.0% |
| YTD | -17.4% | -56.0% | +38.6% | +4.3% |
| 1Y | -19.4% | -54.6% | +35.2% | +0.6% |
| 3Y | -18.6% | -40.6% | +22.1% | -10.6% |
| 5Y | +10.2% | -71.9% | +82.2% | +58.8% |
| 10Y | -76.7% | -55.3% | -21.4% | -68.0% |
| All | -76.7% | -54.6% | -22.1% | -68.0% |
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 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