-4.4%
PEP vs FISV
-47.3%
+42.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +1.1% | +3.0% | -1.9% | +0.8% |
| 30D | +13.6% | +38.8% | -25.1% | +10.4% |
| 3M | +5.1% | +21.2% | -16.1% | +3.2% |
| 6M | -1.6% | +17.5% | -19.1% | -3.4% |
| YTD | +3.3% | -4.9% | +8.2% | +2.8% |
| 1Y | +3.2% | -0.6% | +3.8% | +2.3% |
| All | -4.4% | -47.3% | +42.9% | +0.8% |
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