+11,131.7%
FISV vs PH
+25,185.5%
-14,053.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.3% | -3.1% | +2.7% | +0.8% |
| 30D | -2.1% | -3.2% | +1.2% | -1.1% |
| 3M | -5.7% | +10.6% | -16.3% | -9.9% |
| 6M | -15.3% | -2.1% | -13.2% | -15.8% |
| YTD | -21.1% | +10.2% | -31.3% | -25.1% |
| 1Y | -61.1% | +28.2% | -89.3% | -65.4% |
| 3Y | -56.8% | +134.9% | -191.7% | -70.4% |
| 5Y | -54.2% | +253.6% | -307.8% | -73.5% |
| 10Y | +1.6% | +804.7% | -803.1% | -61.0% |
| All | +11,131.7% | +25,185.5% | -14,053.9% | +1,634.4% |
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