-47.5%
FISV vs PFGC
+82.6%
-130.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | +1.4% | +3.4% | -2.0% | +0.7% |
| 30D | +38.4% | +16.9% | +21.5% | +33.4% |
| 3M | +14.9% | +6.4% | +8.5% | +13.1% |
| 6M | +21.8% | +16.0% | +5.8% | +17.5% |
| YTD | -5.0% | +23.6% | -28.7% | -11.0% |
| 1Y | -1.2% | +16.6% | -17.8% | -5.5% |
| 3Y | -47.5% | +82.3% | -129.8% | -53.3% |
| All | -47.5% | +82.6% | -130.1% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling