-3.3%
FISV vs PWR
+2,415.0%
-2,418.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -7.2% | -7.7% | +0.5% | -5.7% |
| 3M | -8.2% | -4.9% | -3.2% | -8.5% |
| 6M | -17.7% | +9.7% | -27.4% | -22.2% |
| YTD | -27.2% | +46.7% | -73.8% | -37.2% |
| 1Y | -63.0% | +58.7% | -121.7% | -69.3% |
| 3Y | -59.8% | +200.7% | -260.5% | -74.6% |
| 5Y | -55.8% | +438.6% | -494.3% | -78.3% |
| All | -3.3% | +2,415.0% | -2,418.2% | -76.9% |
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