+198.6%
PM vs FIS
-40.5%
+239.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.1% | +2.7% |
| 7D | -1.3% | -3.5% | +2.2% | -0.5% |
| 30D | -2.6% | -7.8% | +5.3% | -0.7% |
| 3M | +5.8% | +0.8% | +5.0% | +5.2% |
| 6M | +10.6% | -21.9% | +32.5% | +16.9% |
| YTD | +17.2% | -39.5% | +56.7% | +32.2% |
| 1Y | +17.6% | -41.0% | +58.6% | +33.4% |
| 3Y | +124.3% | -23.6% | +147.9% | +130.7% |
| 5Y | +125.1% | -65.6% | +190.7% | +191.0% |
| 10Y | +198.6% | -40.2% | +238.8% | +231.4% |
| All | +198.6% | -40.5% | +239.1% | +231.4% |
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