+763.1%
PM vs FISV
+344.1%
+419.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | -3.4% | -2.1% | -1.3% | -3.0% |
| 3M | +5.2% | -5.7% | +10.9% | +6.4% |
| 6M | +3.7% | -15.3% | +19.0% | +7.6% |
| YTD | +15.8% | -21.1% | +36.9% | +22.0% |
| 1Y | +17.4% | -61.1% | +78.5% | +47.3% |
| 3Y | +116.9% | -56.8% | +173.8% | +146.4% |
| 5Y | +117.3% | -54.2% | +171.5% | +134.3% |
| 10Y | +193.8% | +1.6% | +192.2% | +113.2% |
| All | +763.1% | +344.1% | +419.1% | +209.6% |
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 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