-59.5%
FICO vs PBR
+40.6%
-100.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | +4.0% | -9.1% | +13.1% | +4.1% |
| 30D | -1.5% | -29.9% | +28.4% | -0.6% |
| 3M | -29.8% | +2.3% | -32.1% | -24.1% |
| 6M | -33.3% | -10.9% | -22.3% | -30.1% |
| YTD | -56.9% | +56.9% | -113.8% | -50.7% |
| 1Y | -59.5% | +38.0% | -97.5% | -55.0% |
| All | -59.5% | +40.6% | -100.1% | -55.0% |
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 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