-37.0%
FISV vs PDD
+196.6%
-233.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.2% |
| 7D | -6.4% | -4.4% | -2.0% | -6.1% |
| 30D | -6.8% | -15.5% | +8.6% | -5.8% |
| 3M | -10.0% | -4.1% | -5.9% | -9.8% |
| 6M | -20.6% | -23.4% | +2.8% | -19.4% |
| YTD | -27.6% | -30.7% | +3.1% | -25.9% |
| 1Y | -64.3% | -37.6% | -26.7% | -63.3% |
| 3Y | -60.0% | -17.5% | -42.4% | -60.3% |
| 5Y | -57.7% | -24.6% | -33.1% | -59.6% |
| All | -37.0% | +196.6% | -233.6% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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