-60.0%
FISV vs PTC
-10.6%
-49.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.1% | -3.0% |
| 7D | -6.4% | -13.6% | +7.2% | -1.0% |
| 30D | -6.8% | -14.7% | +7.8% | -0.9% |
| 3M | -10.0% | -5.9% | -4.1% | -8.6% |
| 6M | -20.6% | -21.1% | +0.5% | -13.8% |
| YTD | -27.6% | -26.0% | -1.6% | -19.6% |
| 1Y | -64.3% | -36.8% | -27.5% | -58.0% |
| All | -60.0% | -10.6% | -49.5% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling