+14.1%
PCG vs FIS
-71.2%
+85.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.6% |
| 7D | -1.6% | -25.5% | +23.9% | +2.2% |
| 30D | +1.4% | -15.1% | +16.5% | +2.9% |
| 3M | -23.4% | -32.1% | +8.7% | -19.3% |
| 6M | -19.4% | -36.1% | +16.7% | -14.5% |
| YTD | -18.5% | -55.4% | +36.9% | -7.5% |
| 1Y | -19.5% | -53.9% | +34.3% | -9.4% |
| 3Y | -21.0% | -39.8% | +18.8% | -16.2% |
| All | +14.1% | -71.2% | +85.3% | +45.2% |
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