+124.3%
PM vs FISV
-58.7%
+183.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.5% |
| 7D | -1.3% | -1.6% | +0.3% | -1.2% |
| 30D | -2.6% | -3.0% | +0.4% | -2.4% |
| 3M | +5.8% | -3.5% | +9.3% | +5.9% |
| 6M | +10.6% | -19.4% | +30.0% | +11.6% |
| YTD | +17.2% | -24.3% | +41.4% | +18.7% |
| 1Y | +17.6% | -62.4% | +80.0% | +24.1% |
| 3Y | +124.3% | -58.2% | +182.4% | +113.6% |
| All | +124.3% | -58.7% | +183.0% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling