-22.2%
PWR vs FIS
-28.4%
+6.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.7% | -2.5% | +4.5% |
| 7D | +4.7% | +1.5% | +3.2% | +4.7% |
| 30D | -12.5% | -11.8% | -0.7% | -7.1% |
| 3M | -9.3% | -28.5% | +19.2% | -14.8% |
| 6M | -22.2% | -27.0% | +4.9% | -25.9% |
| All | -22.2% | -28.4% | +6.2% | -25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling