-56.5%
FISV vs PCOR
-14.4%
-42.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.6% |
| 7D | -0.3% | -9.0% | +8.6% | +2.1% |
| 30D | -2.1% | +4.2% | -6.2% | -3.2% |
| 3M | -5.7% | +14.4% | -20.2% | -9.6% |
| 6M | -15.3% | +0.2% | -15.5% | -16.5% |
| YTD | -21.1% | -20.3% | -0.8% | -18.9% |
| 1Y | -61.1% | -16.1% | -44.9% | -60.3% |
| All | -56.5% | -14.4% | -42.1% | -56.1% |
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