-61.1%
FISV vs PH
+30.5%
-91.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.3% | -3.1% | +2.7% | -0.7% |
| 30D | -2.1% | -3.2% | +1.2% | -2.5% |
| 3M | -5.7% | +10.6% | -16.3% | -5.0% |
| 6M | -15.3% | -2.1% | -13.2% | -15.1% |
| YTD | -21.1% | +10.2% | -31.3% | -19.7% |
| 1Y | -61.1% | +28.2% | -89.3% | -59.4% |
| All | -61.1% | +30.5% | -91.6% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling