-3.3%
FISV vs PTC
+200.2%
-203.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -7.2% | -14.2% | +7.0% | -1.8% |
| 30D | -7.2% | -14.4% | +7.2% | -1.7% |
| 3M | -8.2% | -4.7% | -3.5% | -7.2% |
| 6M | -17.7% | -19.3% | +1.6% | -11.6% |
| YTD | -27.2% | -26.1% | -1.0% | -19.3% |
| 1Y | -63.0% | -37.1% | -25.9% | -56.3% |
| 3Y | -59.8% | -10.4% | -49.4% | -59.2% |
| 5Y | -55.8% | +2.5% | -58.3% | -58.3% |
| All | -3.3% | +200.2% | -203.4% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling