-23.1%
PFE vs FISV
-36.2%
+13.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -3.0% | +3.0% | -5.9% | -3.2% |
| 30D | +5.2% | +38.8% | -33.6% | +1.9% |
| 3M | +12.2% | +21.2% | -9.0% | +10.1% |
| 6M | +17.8% | +17.5% | +0.3% | +15.5% |
| YTD | +26.2% | -4.9% | +31.1% | +25.9% |
| 1Y | +23.2% | -0.6% | +23.7% | +22.4% |
| 3Y | +21.3% | -47.4% | +68.7% | +19.9% |
| 5Y | -23.1% | -36.0% | +13.0% | -25.8% |
| All | -23.1% | -36.2% | +13.1% | -25.8% |
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 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