-57.6%
FISV vs PNR
-14.5%
-43.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.5% |
| 7D | -2.7% | -6.0% | +3.3% | -0.7% |
| 30D | 0.0% | -14.0% | +14.0% | +5.1% |
| 3M | -2.8% | -21.7% | +18.9% | +4.3% |
| 6M | -11.8% | -37.3% | +25.4% | +1.6% |
| YTD | -23.2% | -45.1% | +21.9% | -7.2% |
| 1Y | -62.0% | -49.1% | -12.9% | -52.8% |
| 3Y | -57.6% | -14.8% | -42.8% | -53.3% |
| All | -57.6% | -14.5% | -43.1% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling