-59.8%
FISV vs PH
+133.8%
-193.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -7.2% | -3.1% | -4.1% | -6.5% |
| 30D | -7.2% | -11.8% | +4.6% | -4.6% |
| 3M | -8.2% | +6.9% | -15.1% | -10.2% |
| 6M | -17.7% | -1.3% | -16.4% | -18.0% |
| YTD | -27.2% | +7.0% | -34.1% | -29.3% |
| 1Y | -63.0% | +23.1% | -86.1% | -65.8% |
| All | -59.8% | +133.8% | -193.6% | -70.5% |
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