-60.0%
FISV vs PBF
+55.5%
-115.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -6.4% | +1.4% | -7.8% | -6.4% |
| 30D | -6.8% | +15.8% | -22.7% | -7.2% |
| 3M | -10.0% | +90.3% | -100.2% | -11.5% |
| 6M | -20.6% | +102.8% | -123.4% | -22.4% |
| YTD | -27.6% | +187.3% | -214.9% | -30.1% |
| 1Y | -64.3% | +161.8% | -226.2% | -65.8% |
| All | -60.0% | +55.5% | -115.5% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling