+2.0%
FISV vs PSX
+386.4%
-384.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.3% |
| 7D | -2.7% | +1.7% | -4.4% | -3.2% |
| 30D | 0.0% | +15.6% | -15.6% | -4.1% |
| 3M | -2.8% | +46.5% | -49.3% | -13.2% |
| 6M | -11.8% | +55.0% | -66.8% | -23.0% |
| YTD | -23.2% | +105.3% | -128.5% | -38.6% |
| 1Y | -62.0% | +101.6% | -163.6% | -69.8% |
| 3Y | -57.6% | +134.1% | -191.8% | -68.8% |
| 5Y | -53.4% | +368.7% | -422.1% | -73.9% |
| All | +2.0% | +386.4% | -384.5% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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