+95.5%
PEP vs FISV
+26.5%
+69.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.4% |
| 7D | +2.9% | +1.4% | +1.5% | +2.6% |
| 30D | +12.5% | +38.4% | -25.9% | +4.3% |
| 3M | +4.5% | +14.9% | -10.4% | +0.9% |
| 6M | -0.5% | +21.8% | -22.3% | -5.8% |
| YTD | +4.4% | -5.0% | +9.5% | +3.9% |
| 1Y | +4.4% | -1.2% | +5.5% | +2.7% |
| 3Y | -3.4% | -47.5% | +44.1% | +1.4% |
| 5Y | +5.2% | -36.7% | +41.9% | +0.6% |
| All | +95.5% | +26.5% | +69.0% | +46.9% |
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