-75.3%
PCG vs FISV
-4.3%
-71.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | +0.1% | -2.8% |
| 7D | +6.5% | -6.4% | +12.9% | +8.8% |
| 30D | -16.7% | -6.8% | -9.9% | -15.0% |
| 3M | -14.2% | -10.0% | -4.2% | -11.9% |
| 6M | -21.5% | -20.6% | -0.8% | -16.4% |
| YTD | -11.2% | -27.6% | +16.4% | -3.0% |
| 1Y | -4.2% | -64.3% | +60.1% | +29.7% |
| 3Y | -14.9% | -60.0% | +45.1% | -1.0% |
| 5Y | +54.2% | -57.7% | +111.9% | +67.2% |
| 10Y | -75.3% | -3.0% | -72.4% | -82.0% |
| All | -75.3% | -4.3% | -71.0% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling