+26.0%
FISV vs PR
+152.6%
-126.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +25.7% | -16.4% | +42.1% | +26.8% |
| 30D | +38.8% | -1.9% | +40.7% | +38.7% |
| 3M | +16.2% | +8.0% | +8.3% | +15.5% |
| 6M | +12.1% | +4.1% | +8.0% | +11.5% |
| YTD | -6.4% | +58.7% | -65.1% | -9.0% |
| 1Y | +2.0% | +75.8% | -73.8% | -1.4% |
| 3Y | -47.4% | +73.2% | -120.6% | -49.5% |
| 5Y | -37.3% | +230.1% | -267.5% | -42.3% |
| 10Y | +28.4% | +67.4% | -38.9% | +17.7% |
| All | +26.0% | +152.6% | -126.5% | +15.4% |
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