-47.5%
FISV vs PCAR
+35.4%
-83.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +1.4% | +4.9% | -3.5% | +0.4% |
| 30D | +38.4% | -1.4% | +39.9% | +38.8% |
| 3M | +14.9% | -18.1% | +33.1% | +19.6% |
| 6M | +21.8% | -4.0% | +25.8% | +22.4% |
| YTD | -5.0% | -1.5% | -3.6% | -5.5% |
| 1Y | -1.2% | +13.2% | -14.4% | -4.9% |
| 3Y | -47.5% | +35.8% | -83.3% | -49.9% |
| All | -47.5% | +35.4% | -83.0% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling