-0.5%
FISV vs PPL
+55.2%
-55.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | -1.6% | +1.8% | -3.3% | -2.4% |
| 30D | -3.0% | -1.1% | -1.9% | -2.5% |
| 3M | -3.5% | 0.0% | -3.6% | -3.8% |
| 6M | -19.4% | -7.6% | -11.8% | -16.8% |
| YTD | -24.3% | +1.7% | -26.0% | -25.6% |
| 1Y | -62.4% | +1.5% | -63.9% | -62.9% |
| 3Y | -58.2% | +55.3% | -113.4% | -67.1% |
| 5Y | -56.5% | +37.7% | -94.2% | -63.9% |
| 10Y | -0.5% | +54.0% | -54.5% | -26.5% |
| All | -0.5% | +55.2% | -55.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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