+32.4%
PWR vs FIS
-50.5%
+82.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -23.7% | +12.0% | -13.3% |
| 7D | -4.4% | -18.4% | +14.1% | -4.0% |
| 30D | -15.1% | -11.4% | -3.7% | -12.2% |
| 3M | -16.2% | -32.0% | +15.7% | -20.2% |
| 6M | -23.3% | -35.6% | +12.3% | -25.8% |
| YTD | +37.6% | -53.8% | +91.4% | +27.6% |
| 1Y | +32.4% | -51.1% | +83.5% | +21.7% |
| All | +32.4% | -50.5% | +82.9% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling