+10,830.8%
FISV vs PGR
+42,507.8%
-31,677.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.2% |
| 7D | -2.7% | -0.6% | -2.1% | -2.4% |
| 30D | 0.0% | +4.9% | -4.9% | -1.7% |
| 3M | -2.8% | +7.6% | -10.4% | -5.6% |
| 6M | -11.8% | +8.3% | -20.1% | -14.7% |
| YTD | -23.2% | +1.7% | -24.9% | -24.1% |
| 1Y | -62.0% | -6.8% | -55.1% | -61.1% |
| 3Y | -57.6% | +73.4% | -131.1% | -65.5% |
| 5Y | -53.4% | +161.2% | -214.6% | -67.9% |
| 10Y | +2.9% | +819.5% | -816.6% | -54.4% |
| All | +10,830.8% | +42,507.8% | -31,677.1% | +2,171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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