-49.4%
FISV vs PH
+135.6%
-185.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.2% | -3.5% |
| 7D | -2.0% | +7.4% | -9.3% | -3.2% |
| 30D | +31.8% | +0.5% | +31.3% | +31.4% |
| 3M | +19.3% | -10.2% | +29.5% | +21.7% |
| 6M | +12.1% | +8.9% | +3.1% | +8.9% |
| YTD | -8.4% | +9.7% | -18.1% | -11.8% |
| 1Y | -4.5% | +12.8% | -17.3% | -8.8% |
| All | -49.4% | +135.6% | -185.0% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling