-55.8%
FISV vs PFG
+108.9%
-164.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -7.2% | -3.0% | -4.2% | -5.8% |
| 30D | -7.2% | +2.5% | -9.7% | -8.3% |
| 3M | -8.2% | +6.1% | -14.2% | -10.8% |
| 6M | -17.7% | +31.3% | -49.0% | -27.9% |
| YTD | -27.2% | +33.6% | -60.7% | -36.8% |
| 1Y | -63.0% | +48.5% | -111.5% | -69.5% |
| 3Y | -59.8% | +69.6% | -129.4% | -69.5% |
| 5Y | -55.8% | +111.5% | -167.3% | -71.0% |
| All | -55.8% | +108.9% | -164.7% | -71.0% |
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