+3.2%
PEP vs FISV
-58.4%
+61.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.1% | -0.7% |
| 7D | -1.7% | -6.4% | +4.7% | -0.9% |
| 30D | +0.3% | -6.8% | +7.1% | +1.1% |
| 3M | -3.2% | -10.0% | +6.7% | -2.3% |
| 6M | -13.6% | -20.6% | +7.0% | -11.6% |
| YTD | -1.9% | -27.6% | +25.7% | +1.2% |
| 1Y | -0.6% | -64.3% | +63.7% | +11.2% |
| 3Y | -13.6% | -60.0% | +46.4% | -8.6% |
| 5Y | +3.2% | -57.7% | +60.9% | +5.2% |
| All | +3.2% | -58.4% | +61.6% | +5.2% |
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