-61.1%
FISV vs PTC
-33.3%
-27.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +3.7% |
| 7D | -0.3% | -10.3% | +9.9% | +5.4% |
| 30D | -2.1% | +1.1% | -3.2% | -3.1% |
| 3M | -5.7% | +1.6% | -7.4% | -7.5% |
| 6M | -15.3% | -13.5% | -1.9% | -6.9% |
| YTD | -21.1% | -19.1% | -2.0% | -8.5% |
| 1Y | -61.1% | -33.9% | -27.2% | -43.7% |
| All | -61.1% | -33.3% | -27.8% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling