+17.4%
FISV vs PFGC
+409.4%
-392.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.2% | -3.6% |
| 7D | -1.6% | -2.4% | +0.9% | -1.0% |
| 30D | -3.0% | -15.8% | +12.8% | +0.9% |
| 3M | -3.5% | -0.6% | -2.9% | -3.5% |
| 6M | -19.4% | +10.7% | -30.1% | -21.6% |
| YTD | -24.3% | +7.6% | -31.9% | -26.3% |
| 1Y | -62.4% | -7.8% | -54.6% | -61.9% |
| 3Y | -58.2% | +63.7% | -121.9% | -63.4% |
| 5Y | -56.5% | +112.3% | -168.8% | -64.9% |
| 10Y | -0.5% | +286.7% | -287.2% | -32.0% |
| All | +17.4% | +409.4% | -392.0% | -22.7% |
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