-59.8%
FISV vs PSX
+132.2%
-192.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | -7.2% | +1.5% | -8.7% | -7.4% |
| 30D | -7.2% | +15.8% | -23.0% | -9.0% |
| 3M | -8.2% | +43.0% | -51.2% | -12.6% |
| 6M | -17.7% | +61.1% | -78.8% | -23.2% |
| YTD | -27.2% | +104.5% | -131.7% | -34.5% |
| 1Y | -63.0% | +102.5% | -165.5% | -66.9% |
| All | -59.8% | +132.2% | -192.0% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling