+210.6%
PWR vs FIS
-22.6%
+233.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.9% | +8.2% | +2.6% |
| 7D | +4.5% | -3.5% | +8.0% | +4.6% |
| 30D | -4.9% | -7.8% | +2.9% | -4.6% |
| 3M | -7.9% | +0.8% | -8.7% | -9.0% |
| 6M | +18.3% | -21.9% | +40.2% | +21.9% |
| YTD | +51.5% | -39.5% | +91.0% | +65.8% |
| 1Y | +70.3% | -41.0% | +111.3% | +87.3% |
| 3Y | +210.6% | -23.6% | +234.2% | +169.9% |
| All | +210.6% | -22.6% | +233.2% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling