+427.5%
FICO vs PENG
+705.8%
-278.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.1% | +5.9% | -1.9% |
| 7D | +0.4% | -20.5% | +20.9% | +3.6% |
| 30D | +1.7% | -20.4% | +22.0% | +3.8% |
| 3M | -33.0% | -16.4% | -16.6% | -32.9% |
| 6M | -33.9% | +49.2% | -83.1% | -44.4% |
| YTD | -58.5% | +147.2% | -205.7% | -69.0% |
| 1Y | -56.4% | +124.7% | -181.0% | -66.9% |
| 3Y | -24.7% | +230.3% | -254.9% | -50.4% |
| 5Y | +83.1% | +71.4% | +11.7% | +28.8% |
| All | +427.5% | +705.8% | -278.3% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling