+383.5%
PSX vs FIS
-39.9%
+423.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +3.8% |
| 7D | +2.8% | -3.5% | +6.3% | +4.1% |
| 30D | +27.8% | -7.8% | +35.6% | +31.4% |
| 3M | +42.0% | +0.8% | +41.2% | +40.2% |
| 6M | +58.1% | -21.9% | +80.0% | +71.3% |
| YTD | +105.0% | -39.5% | +144.5% | +145.2% |
| 1Y | +104.9% | -41.0% | +145.9% | +146.5% |
| 3Y | +134.1% | -23.6% | +157.7% | +144.8% |
| 5Y | +363.8% | -65.6% | +429.4% | +587.5% |
| All | +383.5% | -39.9% | +423.4% | +514.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling