+13,225.4%
FISV vs PPL
+2,158.2%
+11,067.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +25.7% | +0.4% | +25.3% | +25.4% |
| 30D | +38.8% | +5.4% | +33.3% | +35.8% |
| 3M | +16.2% | +4.3% | +11.9% | +14.1% |
| 6M | +12.1% | -1.3% | +13.4% | +12.2% |
| YTD | -6.4% | +4.7% | -11.1% | -8.8% |
| 1Y | +2.0% | +1.3% | +0.8% | +0.6% |
| 3Y | -47.4% | +57.2% | -104.7% | -56.8% |
| 5Y | -37.3% | +48.2% | -85.6% | -47.6% |
| 10Y | +28.4% | +62.7% | -34.3% | +0.7% |
| All | +13,225.4% | +2,158.2% | +11,067.2% | +3,833.5% |
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 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