+539.5%
FICO vs PBR
+531.5%
+8.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | +4.0% | -9.1% | +13.1% | +6.0% |
| 30D | -1.5% | -29.9% | +28.4% | +6.0% |
| 3M | -29.8% | +2.3% | -32.1% | -30.1% |
| 6M | -33.3% | -10.9% | -22.3% | -32.0% |
| YTD | -56.9% | +56.9% | -113.8% | -61.5% |
| 1Y | -59.5% | +38.0% | -97.5% | -62.8% |
| 3Y | -26.9% | +64.8% | -91.7% | -36.9% |
| 5Y | +92.9% | +447.1% | -354.2% | +15.4% |
| 10Y | +539.5% | +545.8% | -6.3% | +224.0% |
| All | +539.5% | +531.5% | +8.0% | +224.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling