-36.0%
FISV vs PTC
+62.1%
-98.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | +38.8% | +0.9% | +37.9% | +38.3% |
| 3M | +21.2% | +30.4% | -9.2% | +8.5% |
| 6M | +17.5% | +34.4% | -16.9% | +3.2% |
| YTD | -4.9% | +12.6% | -17.5% | -10.7% |
| 1Y | -0.6% | +10.2% | -10.8% | -5.9% |
| 3Y | -47.4% | +29.4% | -76.8% | -54.5% |
| 5Y | -36.0% | +63.7% | -99.8% | -51.1% |
| All | -36.0% | +62.1% | -98.2% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling