+11,131.7%
FISV vs PTC
+6,346.6%
+4,785.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.7% |
| 7D | -0.3% | -10.3% | +9.9% | +1.8% |
| 30D | -2.1% | +1.1% | -3.2% | -2.4% |
| 3M | -5.7% | +1.6% | -7.4% | -6.4% |
| 6M | -15.3% | -13.5% | -1.9% | -13.1% |
| YTD | -21.1% | -19.1% | -2.0% | -17.9% |
| 1Y | -61.1% | -33.9% | -27.2% | -57.7% |
| 3Y | -56.8% | -3.9% | -52.9% | -56.9% |
| 5Y | -54.2% | +6.0% | -60.2% | -55.5% |
| 10Y | +1.6% | +223.7% | -222.1% | -22.6% |
| All | +11,131.7% | +6,346.6% | +4,785.1% | +4,438.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling