+1,067.6%
PSX vs FIS
+15.2%
+1,052.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | -13.1% | -25.5% | +12.4% | -4.1% |
| 30D | -9.5% | -15.1% | +5.5% | -5.2% |
| 3M | +20.2% | -32.1% | +52.3% | +37.0% |
| 6M | +44.9% | -36.1% | +81.0% | +67.3% |
| YTD | +94.4% | -55.4% | +149.8% | +158.5% |
| 1Y | +83.1% | -53.9% | +136.9% | +139.7% |
| 3Y | +132.2% | -39.8% | +171.9% | +162.1% |
| 5Y | +278.8% | -71.1% | +349.9% | +468.6% |
| 10Y | +354.2% | -53.8% | +408.0% | +448.5% |
| All | +1,067.6% | +15.2% | +1,052.3% | +817.4% |
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