+116.1%
PG vs FIS
-39.8%
+155.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -0.8% | -7.9% | +7.1% | +0.8% |
| 30D | +0.8% | -8.0% | +8.8% | +2.4% |
| 3M | -1.3% | +0.6% | -1.9% | -1.7% |
| 6M | -3.8% | -22.2% | +18.4% | +0.5% |
| YTD | +3.6% | -40.8% | +44.4% | +14.3% |
| 1Y | -5.7% | -41.5% | +35.8% | +4.1% |
| 3Y | +1.6% | -25.5% | +27.1% | +4.8% |
| 5Y | +14.6% | -64.8% | +79.4% | +39.3% |
| All | +116.1% | -39.8% | +155.9% | +130.9% |
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 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