+22.9%
FISV vs PCAR
+287.3%
-264.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.1% |
| 7D | -2.0% | +2.1% | -4.1% | -2.8% |
| 30D | +31.8% | -1.2% | +33.0% | +32.4% |
| 3M | +19.3% | -18.6% | +37.9% | +29.6% |
| 6M | +12.1% | -5.1% | +17.1% | +13.5% |
| YTD | -8.4% | -1.8% | -6.7% | -9.3% |
| 1Y | -4.5% | +10.6% | -15.1% | -10.3% |
| 3Y | -49.4% | +34.9% | -84.3% | -58.4% |
| 5Y | -39.0% | +114.0% | -153.0% | -60.8% |
| All | +22.9% | +287.3% | -264.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling