-57.6%
FISV vs PBR
+99.7%
-157.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.3% | +5.5% |
| 7D | -2.7% | +5.4% | -8.0% | -3.1% |
| 30D | 0.0% | +22.9% | -22.8% | -1.7% |
| 3M | -2.8% | +19.6% | -22.4% | -4.3% |
| 6M | -11.8% | +16.5% | -28.3% | -13.0% |
| YTD | -23.2% | +86.7% | -109.9% | -28.0% |
| 1Y | -62.0% | +74.7% | -136.7% | -64.1% |
| 3Y | -57.6% | +102.6% | -160.2% | -61.4% |
| All | -57.6% | +99.7% | -157.3% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling