+87.4%
PFE vs FIS
+229.2%
-141.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | -3.7% | -25.5% | +21.8% | +2.4% |
| 30D | +5.0% | -15.1% | +20.0% | +7.9% |
| 3M | +12.2% | -32.1% | +44.3% | +21.8% |
| 6M | +14.6% | -36.1% | +50.6% | +25.7% |
| YTD | +24.1% | -55.4% | +79.5% | +48.9% |
| 1Y | +26.6% | -53.9% | +80.4% | +50.5% |
| 3Y | +14.3% | -39.8% | +54.1% | +24.6% |
| 5Y | -21.9% | -71.1% | +49.2% | -0.6% |
| 10Y | +62.6% | -53.8% | +116.5% | +75.4% |
| All | +87.4% | +229.2% | -141.8% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling