+6.2%
FISV vs PR
+169.5%
-163.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -0.3% | +2.9% | -3.2% | -0.5% |
| 30D | -2.1% | +18.0% | -20.1% | -3.0% |
| 3M | -5.7% | +16.9% | -22.6% | -6.6% |
| 6M | -15.3% | +28.2% | -43.5% | -16.6% |
| YTD | -21.1% | +69.3% | -90.4% | -23.5% |
| 1Y | -61.1% | +69.5% | -130.6% | -62.3% |
| 3Y | -56.8% | +81.7% | -138.5% | -58.6% |
| 5Y | -54.2% | +422.2% | -476.4% | -58.5% |
| 10Y | +1.6% | +110.4% | -108.8% | -6.4% |
| All | +6.2% | +169.5% | -163.2% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling