-76.5%
PCG vs FISV
+22.0%
-98.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.3% |
| 7D | -2.0% | -2.0% | 0.0% | -1.3% |
| 30D | -2.7% | +31.8% | -34.5% | -11.8% |
| 3M | -25.1% | +19.3% | -44.3% | -30.2% |
| 6M | -22.3% | +12.1% | -34.4% | -26.8% |
| YTD | -18.5% | -8.4% | -10.0% | -18.3% |
| 1Y | -21.8% | -4.5% | -17.4% | -23.1% |
| 3Y | -21.0% | -49.4% | +28.4% | -15.7% |
| 5Y | +8.1% | -39.0% | +47.1% | -0.7% |
| All | -76.5% | +22.0% | -98.5% | -84.2% |
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