+425.6%
PWR vs FIS
-70.7%
+496.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.7% | -2.5% | +3.4% |
| 7D | +4.7% | +1.5% | +3.2% | +4.5% |
| 30D | -12.5% | -11.8% | -0.7% | -11.0% |
| 3M | -9.3% | -28.5% | +19.2% | -5.8% |
| 6M | -22.2% | -27.0% | +4.9% | -19.8% |
| YTD | +44.2% | -53.1% | +97.2% | +60.0% |
| 1Y | +35.5% | -52.8% | +88.3% | +50.2% |
| 3Y | +250.4% | -37.5% | +287.9% | +264.4% |
| 5Y | +425.6% | -71.1% | +496.7% | +532.6% |
| All | +425.6% | -70.7% | +496.4% | +532.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling