-55.8%
FISV vs PHM
+149.8%
-205.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | -7.2% | -6.4% | -0.9% | -5.5% |
| 30D | -7.2% | -12.1% | +4.9% | -3.8% |
| 3M | -8.2% | -1.5% | -6.6% | -7.9% |
| 6M | -17.7% | -6.0% | -11.7% | -16.7% |
| YTD | -27.2% | -0.3% | -26.9% | -27.9% |
| 1Y | -63.0% | -13.3% | -49.6% | -61.8% |
| 3Y | -59.8% | +47.6% | -107.3% | -65.9% |
| 5Y | -55.8% | +154.7% | -210.5% | -71.4% |
| All | -55.8% | +149.8% | -205.6% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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