+363.8%
PSX vs FIS
-64.6%
+428.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +2.8% |
| 7D | +2.8% | -3.5% | +6.3% | +3.5% |
| 30D | +27.8% | -7.8% | +35.6% | +29.8% |
| 3M | +42.0% | +0.8% | +41.2% | +41.0% |
| 6M | +58.1% | -21.9% | +80.0% | +65.5% |
| YTD | +105.0% | -39.5% | +144.5% | +127.6% |
| 1Y | +104.9% | -41.0% | +145.9% | +128.4% |
| 3Y | +134.1% | -23.6% | +157.7% | +143.1% |
| 5Y | +363.8% | -65.6% | +429.4% | +515.6% |
| All | +363.8% | -64.6% | +428.4% | +515.6% |
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