-39.0%
FISV vs PH
+209.1%
-248.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.2% | -3.3% |
| 7D | -2.0% | +7.4% | -9.3% | -4.2% |
| 30D | +31.8% | +0.5% | +31.3% | +31.1% |
| 3M | +19.3% | -10.2% | +29.5% | +23.1% |
| 6M | +12.1% | +8.9% | +3.1% | +7.3% |
| YTD | -8.4% | +9.7% | -18.1% | -13.3% |
| 1Y | -4.5% | +12.8% | -17.3% | -10.7% |
| 3Y | -49.4% | +134.6% | -184.0% | -67.2% |
| 5Y | -39.0% | +204.5% | -243.5% | -67.5% |
| All | -39.0% | +209.1% | -248.1% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling