+435.2%
FISV vs PFG
+999.6%
-564.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.6% |
| 7D | -1.6% | +6.0% | -7.6% | -3.4% |
| 30D | -3.0% | +2.2% | -5.2% | -3.7% |
| 3M | -3.5% | +10.4% | -13.9% | -6.5% |
| 6M | -19.4% | +27.8% | -47.2% | -25.5% |
| YTD | -24.3% | +33.6% | -57.9% | -31.0% |
| 1Y | -62.4% | +49.3% | -111.7% | -67.0% |
| 3Y | -58.2% | +69.7% | -127.9% | -65.0% |
| 5Y | -56.5% | +111.3% | -167.9% | -66.3% |
| 10Y | -0.5% | +240.3% | -240.8% | -36.5% |
| All | +435.2% | +999.6% | -564.4% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling