-3.7%
FISV vs PL
-0.6%
-3.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.4% | +12.6% | +6.2% |
| 7D | +29.6% | -11.7% | +41.4% | +29.5% |
| 30D | +34.5% | -27.1% | +61.6% | +34.4% |
| 3M | +11.2% | -44.6% | +55.8% | +11.3% |
| 6M | -1.2% | -67.2% | +66.0% | -0.5% |
| YTD | -7.6% | -35.9% | +28.2% | -9.3% |
| 1Y | -3.7% | -0.4% | -3.3% | -8.4% |
| All | -3.7% | -0.6% | -3.1% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling