+843.8%
PM vs FIS
+90.3%
+753.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | -5.2% | -25.5% | +20.2% | +1.7% |
| 30D | +2.7% | -15.1% | +17.7% | +5.9% |
| 3M | +6.1% | -32.1% | +38.2% | +16.6% |
| 6M | +18.0% | -36.1% | +54.1% | +31.2% |
| YTD | +26.6% | -55.4% | +82.0% | +55.9% |
| 1Y | +36.7% | -53.9% | +90.6% | +66.6% |
| 3Y | +146.0% | -39.8% | +185.8% | +168.4% |
| 5Y | +164.1% | -71.1% | +235.2% | +249.6% |
| 10Y | +238.8% | -53.8% | +292.6% | +270.1% |
| All | +843.8% | +90.3% | +753.5% | +459.4% |
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 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