-57.7%
FISV vs PH
+251.4%
-309.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.1% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -6.8% | -10.3% | +3.5% | -3.3% |
| 3M | -10.0% | +5.1% | -15.0% | -12.2% |
| 6M | -20.6% | +2.3% | -22.9% | -22.3% |
| YTD | -27.6% | +8.7% | -36.3% | -31.0% |
| 1Y | -64.3% | +26.8% | -91.1% | -68.4% |
| 3Y | -60.0% | +139.2% | -199.2% | -74.5% |
| 5Y | -57.7% | +251.1% | -308.8% | -79.3% |
| All | -57.7% | +251.4% | -309.1% | -79.3% |
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 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