+13,225.4%
FISV vs PCAR
+12,524.9%
+700.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.1% |
| 7D | +25.7% | +0.1% | +25.6% | +25.7% |
| 30D | +38.8% | -4.6% | +43.3% | +41.2% |
| 3M | +16.2% | -22.6% | +38.8% | +27.9% |
| 6M | +12.1% | -12.0% | +24.0% | +16.7% |
| YTD | -6.4% | -6.1% | -0.3% | -5.4% |
| 1Y | +2.0% | +6.3% | -4.3% | -1.8% |
| 3Y | -47.4% | +31.8% | -79.2% | -54.6% |
| 5Y | -37.3% | +104.2% | -141.5% | -54.6% |
| 10Y | +28.4% | +302.9% | -274.5% | -29.9% |
| All | +13,225.4% | +12,524.9% | +700.6% | +2,208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling