+32.8%
PFE vs FISV
+3.1%
+29.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.2% | -0.7% |
| 7D | -2.6% | -2.7% | +0.1% | -2.1% |
| 30D | +5.4% | 0.0% | +5.3% | +5.2% |
| 3M | +7.8% | -2.8% | +10.6% | +7.9% |
| 6M | +5.0% | -11.8% | +16.8% | +6.6% |
| YTD | +17.1% | -23.2% | +40.3% | +21.6% |
| 1Y | +19.3% | -62.0% | +81.3% | +37.3% |
| 3Y | -0.9% | -57.6% | +56.7% | +5.9% |
| 5Y | -20.8% | -53.4% | +32.6% | -19.1% |
| All | +32.8% | +3.1% | +29.7% | +6.6% |
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