-2.6%
PEP vs FIS
-37.2%
+34.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.4% | +1.1% | -3.5% | -2.5% |
| 30D | -0.8% | -2.2% | +1.4% | -0.7% |
| 3M | -2.2% | +2.1% | -4.3% | -2.5% |
| 6M | -14.4% | -14.7% | +0.3% | -15.2% |
| YTD | -2.2% | -35.7% | +33.5% | -2.7% |
| 1Y | -2.6% | -37.1% | +34.5% | -3.5% |
| All | -2.6% | -37.2% | +34.6% | -3.5% |
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