+47.3%
FISV vs PFGC
+485.1%
-437.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | +1.4% | +3.4% | -2.0% | +0.6% |
| 30D | +38.4% | +16.9% | +21.5% | +33.2% |
| 3M | +14.9% | +6.4% | +8.5% | +12.9% |
| 6M | +21.8% | +16.0% | +5.8% | +17.1% |
| YTD | -5.0% | +23.6% | -28.7% | -10.8% |
| 1Y | -1.2% | +16.6% | -17.8% | -5.9% |
| 3Y | -47.5% | +82.3% | -129.8% | -55.3% |
| 5Y | -36.7% | +138.7% | -175.5% | -50.3% |
| 10Y | +26.9% | +352.8% | -326.0% | -16.4% |
| All | +47.3% | +485.1% | -437.8% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling