-57.9%
FICO vs PL
-3.5%
-54.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -0.3% |
| 7D | -0.9% | -6.8% | +5.9% | -1.0% |
| 30D | +3.3% | -29.3% | +32.6% | +3.2% |
| 3M | -31.7% | -44.8% | +13.0% | -31.8% |
| 6M | -34.0% | -68.4% | +34.4% | -32.8% |
| YTD | -58.3% | -36.4% | -22.0% | -59.7% |
| 1Y | -57.9% | +0.7% | -58.7% | -61.4% |
| All | -57.9% | -3.5% | -54.4% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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