-58.1%
FISV vs PL
+84.9%
-143.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -0.3% | -9.3% | +9.0% | +0.2% |
| 30D | -2.1% | -18.9% | +16.9% | -0.9% |
| 3M | -5.7% | -58.4% | +52.6% | -1.0% |
| 6M | -15.3% | -30.3% | +15.0% | -15.1% |
| YTD | -21.1% | -8.1% | -13.0% | -22.9% |
| 1Y | -61.1% | +180.5% | -241.6% | -65.8% |
| 3Y | -56.8% | +444.1% | -501.0% | -66.4% |
| 5Y | -54.2% | +83.0% | -137.2% | -65.9% |
| All | -58.1% | +84.9% | -143.0% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling