+128.7%
PM vs FISV
-58.4%
+187.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.9% | +1.0% |
| 7D | -1.2% | -6.4% | +5.2% | -0.5% |
| 30D | -0.2% | -6.8% | +6.7% | +0.6% |
| 3M | +4.9% | -10.0% | +14.9% | +5.9% |
| 6M | +9.0% | -20.6% | +29.7% | +11.4% |
| YTD | +17.8% | -27.6% | +45.4% | +21.4% |
| 1Y | +16.8% | -64.3% | +81.1% | +29.9% |
| 3Y | +125.4% | -60.0% | +185.4% | +129.1% |
| 5Y | +128.7% | -57.7% | +186.4% | +123.5% |
| All | +128.7% | -58.4% | +187.1% | +123.5% |
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 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