+11,131.7%
FISV vs PPL
+2,096.5%
+9,035.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | +2.7% | -3.0% | -1.4% |
| 30D | -2.1% | +0.5% | -2.5% | -2.3% |
| 3M | -5.7% | +0.7% | -6.4% | -6.2% |
| 6M | -15.3% | -7.6% | -7.7% | -13.1% |
| YTD | -21.1% | +1.8% | -22.9% | -22.2% |
| 1Y | -61.1% | -0.8% | -60.3% | -61.2% |
| 3Y | -56.8% | +56.9% | -113.7% | -64.5% |
| 5Y | -54.2% | +39.5% | -93.7% | -60.7% |
| 10Y | +1.6% | +55.4% | -53.8% | -18.9% |
| All | +11,131.7% | +2,096.5% | +9,035.2% | +3,254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling