+763.1%
PM vs FIS
+174.3%
+588.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -4.9% | +1.1% | -6.0% | -5.2% |
| 30D | -3.4% | -2.2% | -1.2% | -2.8% |
| 3M | +5.2% | +2.1% | +3.0% | +4.1% |
| 6M | +3.7% | -14.7% | +18.4% | +7.8% |
| YTD | +15.8% | -35.7% | +51.5% | +30.6% |
| 1Y | +17.4% | -37.1% | +54.4% | +32.9% |
| 3Y | +116.9% | -20.0% | +136.9% | +122.3% |
| 5Y | +117.3% | -62.1% | +179.4% | +171.9% |
| 10Y | +193.8% | -37.4% | +231.1% | +199.9% |
| All | +763.1% | +174.3% | +588.9% | +368.3% |
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