-18.6%
PCG vs FISV
-46.9%
+28.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | -1.1% | +22.3% | -23.4% | -2.7% |
| 30D | +0.1% | +39.2% | -39.1% | -2.6% |
| 3M | -24.4% | +21.2% | -45.6% | -25.7% |
| 6M | -17.7% | +14.5% | -32.1% | -18.9% |
| YTD | -17.4% | -5.4% | -12.0% | -17.3% |
| 1Y | -19.4% | -0.3% | -19.1% | -19.8% |
| 3Y | -18.6% | -46.8% | +28.2% | -13.5% |
| All | -18.6% | -46.9% | +28.3% | -13.5% |
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