+3.7%
PEP vs FIS
-50.5%
+54.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -23.7% | +27.4% | +4.7% |
| 7D | +7.4% | -18.4% | +25.8% | +7.5% |
| 30D | +13.3% | -11.4% | +24.7% | +12.6% |
| 3M | +3.5% | -32.0% | +35.5% | +5.2% |
| 6M | -5.9% | -35.6% | +29.7% | -5.9% |
| YTD | +2.3% | -53.8% | +56.0% | -1.2% |
| 1Y | +3.7% | -51.1% | +54.8% | -0.2% |
| All | +3.7% | -50.5% | +54.2% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling