+848.9%
PM vs FISV
+434.4%
+414.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.1% |
| 7D | +0.5% | +1.4% | -0.9% | +0.1% |
| 30D | -3.2% | +38.4% | -41.7% | -12.5% |
| 3M | +6.2% | +14.9% | -8.7% | +1.2% |
| 6M | +7.7% | +21.8% | -14.1% | 0.0% |
| YTD | +27.3% | -5.0% | +32.3% | +26.1% |
| 1Y | +32.8% | -1.2% | +33.9% | +29.7% |
| 3Y | +150.0% | -47.5% | +197.5% | +166.0% |
| 5Y | +164.2% | -36.7% | +201.0% | +153.8% |
| 10Y | +265.7% | +26.9% | +238.8% | +145.5% |
| All | +848.9% | +434.4% | +414.5% | +220.0% |
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