+11,131.7%
FISV vs PCAR
+15,337.6%
-4,205.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | -2.1% | -6.2% | +4.2% | +0.3% |
| 3M | -5.7% | +5.9% | -11.6% | -8.2% |
| 6M | -15.3% | +0.4% | -15.7% | -16.3% |
| YTD | -21.1% | +14.8% | -35.9% | -26.0% |
| 1Y | -61.1% | +30.1% | -91.2% | -65.2% |
| 3Y | -56.8% | +66.7% | -123.5% | -65.9% |
| 5Y | -54.2% | +166.1% | -220.3% | -70.0% |
| 10Y | +1.6% | +353.7% | -352.1% | -47.0% |
| All | +11,131.7% | +15,337.6% | -4,205.9% | +1,704.5% |
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