-62.0%
FISV vs PBF
+184.8%
-246.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.5% |
| 7D | -2.7% | +5.3% | -8.0% | -2.4% |
| 30D | 0.0% | +11.7% | -11.7% | +0.6% |
| 3M | -2.8% | +91.1% | -93.9% | +1.2% |
| 6M | -11.8% | +88.4% | -100.3% | -8.2% |
| YTD | -23.2% | +194.1% | -217.3% | -14.1% |
| 1Y | -62.0% | +180.4% | -242.4% | -58.3% |
| All | -62.0% | +184.8% | -246.8% | -58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling