-0.5%
FISV vs PR
+101.2%
-101.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.3% | -4.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -3.0% | +17.4% | -20.3% | -3.8% |
| 3M | -3.5% | +21.8% | -25.3% | -4.6% |
| 6M | -19.4% | +27.6% | -47.0% | -20.6% |
| YTD | -24.3% | +71.4% | -95.7% | -26.6% |
| 1Y | -62.4% | +78.3% | -140.7% | -63.7% |
| 3Y | -58.2% | +85.5% | -143.7% | -60.0% |
| 5Y | -56.5% | +422.7% | -479.2% | -60.7% |
| 10Y | -0.5% | +87.1% | -87.7% | -7.1% |
| All | -0.5% | +101.2% | -101.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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