-36.3%
FICO vs PBR
+24.8%
-61.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -17.1% |
| 7D | -19.2% | +8.6% | -27.8% | -17.4% |
| 30D | -14.6% | +12.8% | -27.4% | -11.8% |
| 3M | -20.1% | +14.7% | -34.8% | -17.0% |
| 6M | -36.3% | +25.2% | -61.5% | -29.7% |
| All | -36.3% | +24.8% | -61.1% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling