+3,280.0%
PFE vs FISV
+11,002.6%
-7,722.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +10.2% | -2.1% | +12.3% | +10.6% |
| 3M | +12.7% | -5.7% | +18.4% | +13.5% |
| 6M | +10.5% | -15.3% | +25.9% | +13.4% |
| YTD | +20.2% | -21.1% | +41.3% | +24.8% |
| 1Y | +24.1% | -61.1% | +85.1% | +44.2% |
| 3Y | -3.6% | -56.8% | +53.3% | +6.9% |
| 5Y | -20.9% | -54.2% | +33.3% | -14.8% |
| 10Y | +35.8% | +1.6% | +34.3% | +20.3% |
| All | +3,280.0% | +11,002.6% | -7,722.6% | +1,229.7% |
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