+3,159.9%
PEP vs FISV
+11,002.6%
-7,842.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | +0.2% | -2.1% | +2.3% | +0.5% |
| 3M | -1.1% | -5.7% | +4.6% | -0.4% |
| 6M | -13.5% | -15.3% | +1.9% | -11.6% |
| YTD | -1.2% | -21.1% | +19.9% | +1.9% |
| 1Y | -1.6% | -61.1% | +59.5% | +11.8% |
| 3Y | -12.5% | -56.8% | +44.3% | -4.0% |
| 5Y | +3.0% | -54.2% | +57.2% | +10.6% |
| 10Y | +73.9% | +1.6% | +72.3% | +62.6% |
| All | +3,159.9% | +11,002.6% | -7,842.7% | +1,388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling