+3,375.1%
PFE vs FISV
+12,783.2%
-9,408.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -1.3% |
| 7D | -2.1% | -2.0% | -0.1% | -1.7% |
| 30D | +3.1% | +31.8% | -28.7% | -2.8% |
| 3M | +11.2% | +19.3% | -8.1% | +6.7% |
| 6M | +15.0% | +12.1% | +3.0% | +11.2% |
| YTD | +23.5% | -8.4% | +32.0% | +23.9% |
| 1Y | +18.9% | -4.5% | +23.4% | +18.2% |
| 3Y | +18.7% | -49.4% | +68.1% | +27.0% |
| 5Y | -24.0% | -39.0% | +15.0% | -23.1% |
| 10Y | +47.5% | +22.3% | +25.2% | +25.2% |
| All | +3,375.1% | +12,783.2% | -9,408.1% | +1,220.5% |
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