+2.0%
FISV vs PSA
+102.6%
-100.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.1% |
| 7D | -2.7% | -1.8% | -0.9% | -1.8% |
| 30D | 0.0% | -8.4% | +8.4% | +4.0% |
| 3M | -2.8% | -7.8% | +5.1% | +0.9% |
| 6M | -11.8% | +0.8% | -12.6% | -12.5% |
| YTD | -23.2% | +16.5% | -39.7% | -28.8% |
| 1Y | -62.0% | +4.7% | -66.7% | -62.6% |
| 3Y | -57.6% | +21.1% | -78.7% | -61.7% |
| 5Y | -53.4% | +14.2% | -67.6% | -57.5% |
| All | +2.0% | +102.6% | -100.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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