-58.5%
FICO vs PBR
+46.7%
-105.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | +2.2% | -1.0% | +3.2% | +2.2% |
| 30D | +0.1% | -29.3% | +29.4% | +0.6% |
| 3M | -35.2% | +5.5% | -40.7% | -29.7% |
| 6M | -32.4% | -2.9% | -29.5% | -28.0% |
| YTD | -57.4% | +61.5% | -118.9% | -50.6% |
| 1Y | -58.5% | +46.9% | -105.4% | -53.4% |
| All | -58.5% | +46.7% | -105.3% | -53.4% |
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