+1,112.1%
PSX vs FIS
+66.1%
+1,046.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +4.5% | +1.1% | +3.5% | +4.1% |
| 30D | +26.6% | -2.2% | +28.8% | +27.5% |
| 3M | +39.3% | +2.1% | +37.1% | +36.9% |
| 6M | +56.8% | -14.7% | +71.5% | +64.6% |
| YTD | +101.8% | -35.7% | +137.5% | +137.1% |
| 1Y | +99.6% | -37.1% | +136.7% | +135.6% |
| 3Y | +140.3% | -20.0% | +160.4% | +148.2% |
| 5Y | +339.3% | -62.1% | +401.5% | +514.2% |
| 10Y | +369.9% | -37.4% | +407.2% | +415.9% |
| All | +1,112.1% | +66.1% | +1,046.0% | +741.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling