+150.0%
PM vs FISV
-47.4%
+197.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.0% |
| 7D | +0.5% | +1.4% | -0.9% | +0.5% |
| 30D | -3.2% | +38.4% | -41.7% | -5.1% |
| 3M | +6.2% | +14.9% | -8.7% | +5.3% |
| 6M | +7.7% | +21.8% | -14.1% | +6.2% |
| YTD | +27.3% | -5.0% | +32.3% | +27.0% |
| 1Y | +32.8% | -1.2% | +33.9% | +32.1% |
| 3Y | +150.0% | -47.5% | +197.5% | +126.1% |
| All | +150.0% | -47.4% | +197.5% | +126.1% |
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