+10,269.2%
FISV vs PPG
+2,572.2%
+7,697.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.4% |
| 7D | -7.2% | -5.1% | -2.1% | -5.0% |
| 30D | -7.2% | -9.6% | +2.4% | -2.9% |
| 3M | -8.2% | -6.4% | -1.7% | -6.0% |
| 6M | -17.7% | +0.5% | -18.2% | -19.1% |
| YTD | -27.2% | +4.4% | -31.6% | -30.1% |
| 1Y | -63.0% | -0.9% | -62.1% | -62.9% |
| 3Y | -59.8% | -17.0% | -42.8% | -57.4% |
| 5Y | -55.8% | -23.7% | -32.1% | -52.3% |
| 10Y | -2.4% | +25.9% | -28.3% | -18.9% |
| All | +10,269.2% | +2,572.2% | +7,697.0% | +2,877.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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