+27.4%
FISV vs PWR
+1,844.4%
-1,817.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +1.4% | +11.3% | -9.9% | -0.9% |
| 30D | +38.4% | -8.9% | +47.3% | +40.0% |
| 3M | +14.9% | -10.5% | +25.4% | +16.2% |
| 6M | +21.8% | -22.2% | +44.0% | +25.9% |
| YTD | -5.0% | +42.7% | -47.8% | -18.7% |
| 1Y | -1.2% | +41.1% | -42.3% | -15.4% |
| 3Y | -47.5% | +242.7% | -290.3% | -68.8% |
| 5Y | -36.7% | +418.5% | -455.3% | -69.0% |
| All | +27.4% | +1,844.4% | -1,817.0% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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