-47.4%
FISV vs PCOR
+43.8%
-91.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +25.7% | +22.7% | +3.0% | +18.1% |
| 30D | +38.8% | +37.5% | +1.3% | +26.2% |
| 3M | +16.2% | +35.2% | -19.0% | +5.9% |
| 6M | +12.1% | +42.2% | -30.2% | -0.2% |
| YTD | -6.4% | +3.6% | -9.9% | -11.0% |
| 1Y | +2.0% | -4.8% | +6.8% | -1.3% |
| 3Y | -47.4% | +48.3% | -95.8% | -52.2% |
| All | -47.4% | +43.8% | -91.2% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling