-18.0%
FISV vs PDD
+199.6%
-217.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +8.4% | -1.0% | +9.4% | +8.5% |
| 30D | +38.8% | -2.4% | +41.2% | +39.0% |
| 3M | +21.3% | -14.6% | +35.9% | +22.5% |
| 6M | +14.1% | -19.6% | +33.8% | +15.6% |
| YTD | -5.7% | -30.0% | +24.2% | -3.7% |
| 1Y | -0.8% | -42.5% | +41.8% | +2.7% |
| 3Y | -47.9% | -27.2% | -20.7% | -47.9% |
| 5Y | -36.8% | -8.2% | -28.6% | -40.5% |
| All | -18.0% | +199.6% | -217.6% | -32.6% |
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