+2.0%
FISV vs PBF
+374.8%
-372.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.2% |
| 7D | -2.7% | +5.3% | -8.0% | -3.2% |
| 30D | 0.0% | +11.7% | -11.7% | -1.3% |
| 3M | -2.8% | +91.1% | -93.9% | -10.1% |
| 6M | -11.8% | +88.4% | -100.3% | -18.9% |
| YTD | -23.2% | +194.1% | -217.3% | -33.3% |
| 1Y | -62.0% | +180.4% | -242.4% | -67.2% |
| 3Y | -57.6% | +59.3% | -116.9% | -62.0% |
| 5Y | -53.4% | +816.3% | -869.7% | -68.7% |
| All | +2.0% | +374.8% | -372.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PBF 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling