+77.6%
PCG vs FIS
+229.2%
-151.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.3% |
| 7D | -1.6% | -25.5% | +23.9% | +5.9% |
| 30D | +1.4% | -15.1% | +16.5% | +4.7% |
| 3M | -23.4% | -32.1% | +8.7% | -15.6% |
| 6M | -19.4% | -36.1% | +16.7% | -10.1% |
| YTD | -18.5% | -55.4% | +36.9% | +0.7% |
| 1Y | -19.5% | -53.9% | +34.3% | -1.7% |
| 3Y | -21.0% | -39.8% | +18.8% | -13.0% |
| 5Y | +13.7% | -71.1% | +84.8% | +51.8% |
| 10Y | -77.2% | -53.8% | -23.3% | -73.4% |
| All | +77.6% | +229.2% | -151.6% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling