-3.3%
FISV vs PBF
+367.4%
-370.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.5% |
| 7D | -7.2% | +2.3% | -9.5% | -7.5% |
| 30D | -7.2% | +11.6% | -18.7% | -8.4% |
| 3M | -8.2% | +81.7% | -89.9% | -14.6% |
| 6M | -17.7% | +96.4% | -114.1% | -24.7% |
| YTD | -27.2% | +189.5% | -216.6% | -36.7% |
| 1Y | -63.0% | +180.7% | -243.7% | -68.1% |
| 3Y | -59.8% | +56.6% | -116.4% | -63.8% |
| 5Y | -55.8% | +802.0% | -857.8% | -70.2% |
| All | -3.3% | +367.4% | -370.7% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling