+49.6%
PFE vs FIS
-54.6%
+104.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.3% |
| 7D | -4.7% | -29.4% | +24.7% | +1.3% |
| 30D | +3.4% | -16.7% | +20.1% | +5.9% |
| 3M | +9.2% | -33.0% | +42.2% | +17.1% |
| 6M | +15.8% | -33.3% | +49.1% | +23.9% |
| YTD | +23.4% | -56.0% | +79.4% | +44.2% |
| 1Y | +25.8% | -54.6% | +80.4% | +45.9% |
| 3Y | +17.8% | -40.6% | +58.5% | +27.0% |
| 5Y | -20.2% | -71.9% | +51.8% | +0.6% |
| 10Y | +49.6% | -55.3% | +104.9% | +61.0% |
| All | +49.6% | -54.6% | +104.2% | +61.0% |
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