+10.2%
PCG vs FISV
-36.4%
+46.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | -1.1% | +22.3% | -23.4% | -4.2% |
| 30D | +0.1% | +39.2% | -39.1% | -5.1% |
| 3M | -24.4% | +21.2% | -45.6% | -26.9% |
| 6M | -17.7% | +14.5% | -32.1% | -20.0% |
| YTD | -17.4% | -5.4% | -12.0% | -17.4% |
| 1Y | -19.4% | -0.3% | -19.1% | -20.2% |
| 3Y | -18.6% | -46.8% | +28.2% | -18.8% |
| 5Y | +10.2% | -36.2% | +46.5% | -2.7% |
| All | +10.2% | -36.4% | +46.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling