+32.8%
PM vs FIS
-53.6%
+86.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +0.9% |
| 7D | +0.5% | +2.8% | -2.3% | +0.3% |
| 30D | -3.2% | -16.7% | +13.5% | -3.1% |
| 3M | +6.2% | -32.3% | +38.5% | +8.7% |
| 6M | +7.7% | -29.1% | +36.7% | +9.4% |
| YTD | +27.3% | -54.1% | +81.4% | +35.8% |
| 1Y | +32.8% | -53.7% | +86.5% | +41.4% |
| All | +32.8% | -53.6% | +86.3% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling