+386.6%
PSX vs FIS
-41.9%
+428.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.1% | +1.9% |
| 7D | +1.8% | -9.1% | +10.9% | +5.4% |
| 30D | +21.6% | -10.4% | +32.1% | +26.4% |
| 3M | +46.5% | -3.7% | +50.2% | +47.1% |
| 6M | +62.0% | -24.8% | +86.8% | +78.0% |
| YTD | +106.3% | -41.6% | +147.9% | +149.9% |
| 1Y | +103.0% | -42.7% | +145.7% | +146.8% |
| 3Y | +135.5% | -26.2% | +161.8% | +149.6% |
| 5Y | +368.5% | -66.1% | +434.6% | +594.2% |
| 10Y | +386.6% | -40.9% | +427.4% | +526.7% |
| All | +386.6% | -41.9% | +428.5% | +526.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling