-53.1%
FISV vs PFG
+111.0%
-164.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.4% | +4.9% |
| 7D | -2.7% | -0.4% | -2.2% | -2.4% |
| 30D | 0.0% | +2.9% | -2.8% | -1.3% |
| 3M | -2.8% | +6.7% | -9.5% | -5.8% |
| 6M | -11.8% | +33.8% | -45.6% | -23.5% |
| YTD | -23.2% | +35.0% | -58.2% | -33.7% |
| 1Y | -62.0% | +46.4% | -108.4% | -68.5% |
| 3Y | -57.6% | +71.7% | -129.3% | -68.0% |
| All | -53.1% | +111.0% | -164.1% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling