+12,933.0%
FISV vs PH
+25,064.5%
-12,131.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.2% | -3.2% |
| 7D | -2.0% | +7.4% | -9.3% | -4.6% |
| 30D | +31.8% | +0.5% | +31.3% | +31.0% |
| 3M | +19.3% | -10.2% | +29.5% | +23.5% |
| 6M | +12.1% | +8.9% | +3.1% | +7.0% |
| YTD | -8.4% | +9.7% | -18.1% | -13.5% |
| 1Y | -4.5% | +12.8% | -17.3% | -10.7% |
| 3Y | -49.4% | +134.6% | -184.0% | -65.4% |
| 5Y | -39.0% | +204.5% | -243.5% | -62.8% |
| 10Y | +22.3% | +697.5% | -675.2% | -51.0% |
| All | +12,933.0% | +25,064.5% | -12,131.5% | +1,905.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling