-55.6%
FISV vs PCOR
-33.1%
-22.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.9% | -3.3% |
| 7D | -1.6% | -6.9% | +5.4% | 0.0% |
| 30D | -3.0% | -1.5% | -1.4% | -2.7% |
| 3M | -3.5% | +18.5% | -22.0% | -7.6% |
| 6M | -19.4% | -4.7% | -14.7% | -19.3% |
| YTD | -24.3% | -22.8% | -1.5% | -21.3% |
| 1Y | -62.4% | -20.7% | -41.7% | -61.0% |
| 3Y | -58.2% | -14.6% | -43.6% | -58.5% |
| 5Y | -56.5% | -40.7% | -15.8% | -58.2% |
| All | -55.6% | -33.1% | -22.5% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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