+181.6%
FISV vs PSX
+1,167.1%
-985.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -5.0% | -4.5% |
| 7D | -6.4% | +1.8% | -8.2% | -6.9% |
| 30D | -6.8% | +21.6% | -28.5% | -11.9% |
| 3M | -10.0% | +46.5% | -56.4% | -19.4% |
| 6M | -20.6% | +62.0% | -82.6% | -31.4% |
| YTD | -27.6% | +106.3% | -133.9% | -41.8% |
| 1Y | -64.3% | +103.0% | -167.3% | -71.5% |
| 3Y | -60.0% | +135.5% | -195.5% | -70.2% |
| 5Y | -57.7% | +368.5% | -426.2% | -75.5% |
| 10Y | -3.0% | +386.6% | -389.5% | -49.7% |
| All | +181.6% | +1,167.1% | -985.5% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling