-20.7%
PFE vs FIS
-62.1%
+41.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | +10.2% | -2.2% | +12.4% | +10.5% |
| 3M | +12.7% | +2.1% | +10.5% | +12.1% |
| 6M | +10.5% | -14.7% | +25.2% | +12.5% |
| YTD | +20.2% | -35.7% | +55.9% | +26.9% |
| 1Y | +24.1% | -37.1% | +61.1% | +31.3% |
| 3Y | -3.6% | -20.0% | +16.4% | -0.7% |
| All | -20.7% | -62.1% | +41.4% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling