+4.4%
FICO vs PL
+454.1%
-449.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.6% |
| 7D | -19.2% | -9.3% | -9.9% | -18.7% |
| 30D | -14.6% | -18.9% | +4.3% | -13.6% |
| 3M | -20.1% | -58.4% | +38.3% | -15.9% |
| 6M | -36.3% | -30.3% | -6.0% | -36.2% |
| YTD | -44.9% | -8.1% | -36.7% | -46.4% |
| 1Y | -38.6% | +180.5% | -219.1% | -46.2% |
| All | +4.4% | +454.1% | -449.7% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling