-11.1%
PCG vs FISV
-58.7%
+47.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.0% | +7.7% | +4.0% |
| 7D | +5.4% | -1.6% | +7.0% | +5.5% |
| 30D | -15.1% | -3.0% | -12.2% | -15.0% |
| 3M | -9.8% | -3.5% | -6.3% | -9.8% |
| 6M | -18.0% | -19.4% | +1.4% | -16.7% |
| YTD | -7.2% | -24.3% | +17.0% | -5.3% |
| 1Y | +2.9% | -62.4% | +65.2% | +12.8% |
| 3Y | -11.1% | -58.2% | +47.1% | -13.4% |
| All | -11.1% | -58.7% | +47.6% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling