-38.6%
FICO vs PBR
+70.4%
-109.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -17.0% |
| 7D | -19.2% | +8.6% | -27.8% | -17.9% |
| 30D | -14.6% | +12.8% | -27.4% | -12.7% |
| 3M | -20.1% | +14.7% | -34.8% | -17.9% |
| 6M | -36.3% | +25.2% | -61.5% | -33.8% |
| YTD | -44.9% | +77.1% | -122.0% | -43.3% |
| 1Y | -38.6% | +69.6% | -108.2% | -37.3% |
| All | -38.6% | +70.4% | -109.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling