-31.4%
FISV vs PDD
+210.2%
-241.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -0.3% | -4.1% | +3.7% | -0.1% |
| 30D | -2.1% | -9.6% | +7.5% | -1.4% |
| 3M | -5.7% | -4.3% | -1.5% | -5.6% |
| 6M | -15.3% | -18.8% | +3.4% | -14.3% |
| YTD | -21.1% | -27.5% | +6.4% | -19.6% |
| 1Y | -61.1% | -33.6% | -27.4% | -60.1% |
| 3Y | -56.8% | -20.4% | -36.4% | -57.1% |
| 5Y | -54.2% | -19.6% | -34.6% | -56.5% |
| All | -31.4% | +210.2% | -241.6% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling