-57.9%
FICO vs PENG
+88.9%
-146.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | +0.7% |
| 7D | -0.9% | -19.4% | +18.5% | -2.5% |
| 30D | +3.3% | -42.4% | +45.7% | -0.8% |
| 3M | -31.7% | -25.6% | -6.1% | -32.5% |
| 6M | -34.0% | +7.3% | -41.3% | -37.6% |
| YTD | -58.3% | +113.9% | -172.2% | -64.4% |
| 1Y | -57.9% | +93.6% | -151.5% | -64.1% |
| All | -57.9% | +88.9% | -146.9% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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