+4,987.9%
FICO vs PBR
+1,647.6%
+3,340.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -0.9% | -16.0% | +15.0% | +2.9% |
| 30D | +3.3% | -22.8% | +26.1% | +9.5% |
| 3M | -31.7% | +3.0% | -34.7% | -32.3% |
| 6M | -34.0% | -8.1% | -25.9% | -33.2% |
| YTD | -58.3% | +63.1% | -121.5% | -63.4% |
| 1Y | -57.9% | +59.3% | -117.2% | -62.9% |
| 3Y | -24.1% | +66.1% | -90.2% | -35.0% |
| 5Y | +85.3% | +495.8% | -410.5% | +11.1% |
| 10Y | +520.3% | +514.7% | +5.6% | +222.5% |
| All | +4,987.9% | +1,647.6% | +3,340.4% | +1,852.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling