+358.2%
PSX vs FIS
-55.0%
+413.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.8% | +3.9% |
| 7D | +6.4% | -3.5% | +9.9% | +7.6% |
| 30D | -10.2% | -19.4% | +9.2% | -4.4% |
| 3M | +17.2% | -31.6% | +48.7% | +32.1% |
| 6M | +51.8% | -32.5% | +84.3% | +70.7% |
| YTD | +108.0% | -56.0% | +164.0% | +174.8% |
| 1Y | +96.1% | -55.5% | +151.7% | +157.8% |
| 3Y | +155.9% | -41.3% | +197.2% | +189.4% |
| 5Y | +306.9% | -72.3% | +379.2% | +525.9% |
| All | +358.2% | -55.0% | +413.2% | +560.1% |
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