+21.0%
PFE vs FIS
-38.7%
+59.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.3% |
| 7D | -1.7% | +2.8% | -4.5% | -2.1% |
| 30D | +0.3% | -16.7% | +17.1% | +1.6% |
| 3M | +9.4% | -32.3% | +41.7% | +14.7% |
| 6M | +14.9% | -29.1% | +43.9% | +19.1% |
| YTD | +23.8% | -54.1% | +77.9% | +39.4% |
| 1Y | +19.5% | -53.7% | +73.2% | +34.3% |
| 3Y | +21.0% | -38.8% | +59.9% | +44.9% |
| All | +21.0% | -38.7% | +59.7% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling