+2.0%
FISV vs PFGC
+292.9%
-290.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.9% | +5.5% |
| 7D | -2.7% | -4.8% | +2.1% | -1.5% |
| 30D | 0.0% | -12.5% | +12.6% | +3.2% |
| 3M | -2.8% | -9.7% | +6.9% | -0.5% |
| 6M | -11.8% | +7.0% | -18.8% | -13.6% |
| YTD | -23.2% | +4.5% | -27.7% | -24.8% |
| 1Y | -62.0% | -11.6% | -50.4% | -61.1% |
| 3Y | -57.6% | +58.5% | -116.1% | -62.7% |
| 5Y | -53.4% | +112.6% | -166.0% | -62.5% |
| All | +2.0% | +292.9% | -290.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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