+835.7%
PM vs FIS
+90.3%
+745.4%
-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 | +5.2% | -32.1% | +37.3% | +15.6% |
| 6M | +17.0% | -36.1% | +53.1% | +30.1% |
| YTD | +25.5% | -55.4% | +80.9% | +54.6% |
| 1Y | +35.5% | -53.9% | +89.4% | +65.1% |
| 3Y | +143.9% | -39.8% | +183.7% | +166.2% |
| 5Y | +161.8% | -71.1% | +232.9% | +246.6% |
| 10Y | +235.9% | -53.8% | +289.8% | +267.0% |
| All | +835.7% | +90.3% | +745.4% | +454.7% |
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