-59.8%
FISV vs PL
+81.7%
-141.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.9% |
| 7D | -1.6% | -7.5% | +6.0% | -1.1% |
| 30D | -3.0% | -25.6% | +22.6% | -1.2% |
| 3M | -3.5% | -45.6% | +42.1% | -0.3% |
| 6M | -19.4% | -29.5% | +10.2% | -19.2% |
| YTD | -24.3% | -9.7% | -14.6% | -26.0% |
| 1Y | -62.4% | +84.4% | -146.8% | -65.5% |
| 3Y | -58.2% | +550.0% | -608.2% | -68.1% |
| 5Y | -56.5% | +79.0% | -135.5% | -67.5% |
| All | -59.8% | +81.7% | -141.5% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling