+80.3%
PEP vs FIS
-54.6%
+134.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.7% |
| 7D | +1.0% | -29.4% | +30.5% | +8.1% |
| 30D | +12.6% | -16.7% | +29.4% | +15.7% |
| 3M | +3.1% | -33.0% | +36.1% | +11.4% |
| 6M | -6.3% | -33.3% | +27.0% | +1.2% |
| YTD | +1.9% | -56.0% | +57.9% | +20.9% |
| 1Y | +3.3% | -54.6% | +57.9% | +21.5% |
| 3Y | -4.8% | -40.6% | +35.8% | +2.5% |
| 5Y | +2.0% | -71.9% | +74.0% | +33.5% |
| 10Y | +80.3% | -55.3% | +135.7% | +107.4% |
| All | +80.3% | -54.6% | +134.9% | +107.4% |
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