+134.1%
PSX vs FIS
-22.6%
+156.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +2.7% |
| 7D | +2.8% | -3.5% | +6.3% | +3.4% |
| 30D | +27.8% | -7.8% | +35.6% | +29.5% |
| 3M | +42.0% | +0.8% | +41.2% | +40.9% |
| 6M | +58.1% | -21.9% | +80.0% | +65.2% |
| YTD | +105.0% | -39.5% | +144.5% | +129.4% |
| 1Y | +104.9% | -41.0% | +145.9% | +130.6% |
| 3Y | +134.1% | -23.6% | +157.7% | +134.7% |
| All | +134.1% | -22.6% | +156.7% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling