-16.0%
PCG vs FISV
-4.0%
-12.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | +0.8% |
| 7D | +1.9% | +29.6% | -27.7% | +2.1% |
| 30D | +8.5% | +34.5% | -26.0% | +8.7% |
| 3M | -22.9% | +11.2% | -34.1% | -22.7% |
| 6M | -16.8% | -1.2% | -15.5% | -17.3% |
| YTD | -15.8% | -7.6% | -8.2% | -16.7% |
| 1Y | -16.0% | -3.7% | -12.3% | -16.6% |
| All | -16.0% | -4.0% | -12.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling