+75.7%
PEP vs FISV
-2.2%
+77.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.4% | -7.2% | +5.8% | +0.3% |
| 30D | -0.2% | -7.2% | +7.0% | +1.4% |
| 3M | -4.3% | -8.2% | +3.9% | -2.9% |
| 6M | -13.2% | -17.7% | +4.5% | -10.1% |
| YTD | -1.9% | -27.2% | +25.3% | +4.0% |
| 1Y | -0.3% | -63.0% | +62.6% | +20.6% |
| 3Y | -13.6% | -59.8% | +46.2% | -3.4% |
| 5Y | +3.4% | -55.8% | +59.2% | +8.9% |
| All | +75.7% | -2.2% | +77.9% | +36.5% |
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 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