+165.2%
FISV vs PBF
+303.9%
-138.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -0.3% | +4.3% | -4.6% | -0.8% |
| 30D | -2.1% | +22.0% | -24.0% | -4.3% |
| 3M | -5.7% | +74.5% | -80.2% | -12.1% |
| 6M | -15.3% | +67.7% | -83.0% | -21.3% |
| YTD | -21.1% | +179.2% | -200.3% | -31.3% |
| 1Y | -61.1% | +170.0% | -231.1% | -66.4% |
| 3Y | -56.8% | +66.4% | -123.2% | -61.7% |
| 5Y | -54.2% | +764.5% | -818.7% | -69.0% |
| 10Y | +1.6% | +358.5% | -356.9% | -37.9% |
| All | +165.2% | +303.9% | -138.6% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling