-76.4%
PCG vs FISV
+28.5%
-104.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -2.2% | +3.0% | -5.2% | -3.2% |
| 30D | -0.5% | +38.8% | -39.2% | -11.3% |
| 3M | -24.0% | +21.2% | -45.2% | -29.5% |
| 6M | -18.6% | +17.5% | -36.1% | -24.5% |
| YTD | -17.7% | -4.9% | -12.8% | -18.5% |
| 1Y | -20.0% | -0.6% | -19.4% | -22.3% |
| 3Y | -20.2% | -47.4% | +27.2% | -15.9% |
| 5Y | +8.4% | -36.0% | +44.4% | -2.3% |
| 10Y | -76.4% | +27.1% | -103.5% | -84.3% |
| All | -76.4% | +28.5% | -104.8% | -84.3% |
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