+27.1%
FISV vs PPL
+65.2%
-38.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | +3.0% | -1.0% | +3.9% | +3.4% |
| 30D | +38.8% | +3.0% | +35.7% | +36.7% |
| 3M | +21.2% | +1.1% | +20.1% | +20.4% |
| 6M | +17.5% | -0.8% | +18.3% | +17.3% |
| YTD | -4.9% | +3.5% | -8.3% | -7.4% |
| 1Y | -0.6% | -0.9% | +0.3% | -1.3% |
| 3Y | -47.4% | +54.2% | -101.6% | -58.5% |
| 5Y | -36.0% | +46.3% | -82.3% | -48.7% |
| 10Y | +27.1% | +65.0% | -37.9% | -7.4% |
| All | +27.1% | +65.2% | -38.1% | -7.4% |
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