-62.0%
FISV vs PBR
+74.3%
-136.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.3% | +5.4% |
| 7D | -2.7% | +5.4% | -8.0% | -2.9% |
| 30D | 0.0% | +22.9% | -22.8% | -1.2% |
| 3M | -2.8% | +19.6% | -22.4% | -3.5% |
| 6M | -11.8% | +16.5% | -28.3% | -12.3% |
| YTD | -23.2% | +86.7% | -109.9% | -28.6% |
| 1Y | -62.0% | +74.7% | -136.7% | -64.9% |
| All | -62.0% | +74.3% | -136.3% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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