+816.5%
PG vs FIS
+346.5%
+470.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.6% |
| 7D | -0.4% | -3.5% | +3.0% | +0.2% |
| 30D | -0.1% | -7.8% | +7.7% | +1.4% |
| 3M | +1.1% | +0.8% | +0.2% | +0.7% |
| 6M | -3.8% | -21.9% | +18.1% | +0.4% |
| YTD | +3.8% | -39.5% | +43.3% | +13.8% |
| 1Y | -5.8% | -41.0% | +35.2% | +3.7% |
| 3Y | +3.0% | -23.6% | +26.6% | +6.1% |
| 5Y | +14.5% | -65.6% | +80.1% | +35.4% |
| 10Y | +117.8% | -40.2% | +158.0% | +125.4% |
| All | +816.5% | +346.5% | +470.0% | +567.8% |
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