-44.6%
FISV vs PCOR
-9.0%
-35.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +22.3% | +22.2% | +0.1% | +16.5% |
| 30D | +39.2% | +36.0% | +3.2% | +29.3% |
| 3M | +21.2% | +34.0% | -12.8% | +12.7% |
| 6M | +14.5% | +43.5% | -29.0% | +4.2% |
| YTD | -5.4% | +5.1% | -10.5% | -8.8% |
| 1Y | -0.3% | -3.9% | +3.7% | -2.3% |
| 3Y | -46.8% | +52.9% | -99.7% | -53.2% |
| 5Y | -36.2% | -18.7% | -17.6% | -43.0% |
| All | -44.6% | -9.0% | -35.6% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling