-64.3%
FISV vs PCAR
+27.2%
-91.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | -6.8% | -6.9% | 0.0% | -5.5% |
| 3M | -10.0% | +2.1% | -12.1% | -10.4% |
| 6M | -20.6% | +1.6% | -22.2% | -21.1% |
| YTD | -27.6% | +12.2% | -39.8% | -31.9% |
| 1Y | -64.3% | +28.0% | -92.4% | -68.6% |
| All | -64.3% | +27.2% | -91.5% | -68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling