+168.1%
PM vs FIS
-71.2%
+239.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | -5.2% | -25.5% | +20.2% | -2.2% |
| 30D | +2.7% | -15.1% | +17.7% | +4.0% |
| 3M | +6.1% | -32.1% | +38.2% | +10.9% |
| 6M | +18.0% | -36.1% | +54.1% | +24.0% |
| YTD | +26.6% | -55.4% | +82.0% | +40.1% |
| 1Y | +36.7% | -53.9% | +90.6% | +50.5% |
| 3Y | +146.0% | -39.8% | +185.8% | +156.5% |
| All | +168.1% | -71.2% | +239.3% | +207.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling