+2,650.7%
PWR vs FIS
+374.5%
+2,276.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | +3.6% | +1.1% | +2.5% | +3.1% |
| 30D | -8.6% | -2.2% | -6.4% | -8.0% |
| 3M | -13.2% | +2.1% | -15.3% | -15.7% |
| 6M | +9.9% | -14.7% | +24.6% | +14.4% |
| YTD | +48.0% | -35.7% | +83.7% | +74.6% |
| 1Y | +66.2% | -37.1% | +103.2% | +96.9% |
| 3Y | +195.1% | -20.0% | +215.1% | +200.9% |
| 5Y | +442.6% | -62.1% | +504.7% | +641.8% |
| 10Y | +2,334.2% | -37.4% | +2,371.6% | +2,289.5% |
| All | +2,650.7% | +374.5% | +2,276.2% | +944.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling