+665.4%
FICO vs PBR
+648.5%
+16.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.9% | +5.2% |
| 7D | -10.6% | +0.3% | -10.9% | -10.6% |
| 30D | -6.3% | +17.5% | -23.9% | -9.4% |
| 3M | -19.7% | +20.9% | -40.6% | -23.1% |
| 6M | -31.8% | +20.2% | -52.0% | -35.1% |
| YTD | -41.8% | +84.3% | -126.1% | -49.8% |
| 1Y | -36.4% | +77.1% | -113.5% | -44.8% |
| 3Y | +9.3% | +100.8% | -91.5% | -9.7% |
| 5Y | +113.0% | +556.1% | -443.1% | +21.9% |
| 10Y | +665.4% | +676.1% | -10.6% | +256.1% |
| All | +665.4% | +648.5% | +16.9% | +256.1% |
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