+2,425.3%
PWR vs FIS
-41.9%
+2,467.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.0% |
| 7D | +2.7% | -9.1% | +11.7% | +5.3% |
| 30D | -5.1% | -10.4% | +5.3% | -2.6% |
| 3M | -9.4% | -3.7% | -5.7% | -9.8% |
| 6M | +10.4% | -24.8% | +35.2% | +17.8% |
| YTD | +48.6% | -41.6% | +90.2% | +71.4% |
| 1Y | +68.0% | -42.7% | +110.8% | +94.4% |
| 3Y | +204.7% | -26.2% | +231.0% | +215.0% |
| 5Y | +451.9% | -66.1% | +518.1% | +650.9% |
| 10Y | +2,425.3% | -40.9% | +2,466.2% | +2,721.7% |
| All | +2,425.3% | -41.9% | +2,467.3% | +2,721.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling