+277.8%
PSX vs FIS
-71.2%
+349.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -13.1% | -25.5% | +12.4% | -8.4% |
| 30D | -9.5% | -15.1% | +5.5% | -7.1% |
| 3M | +20.2% | -32.1% | +52.3% | +28.8% |
| 6M | +44.9% | -36.1% | +81.0% | +56.4% |
| YTD | +94.4% | -55.4% | +149.8% | +126.9% |
| 1Y | +83.1% | -53.9% | +136.9% | +111.9% |
| 3Y | +132.2% | -39.8% | +171.9% | +151.1% |
| All | +277.8% | -71.2% | +349.0% | +382.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling