+83.1%
FICO vs PL
+24.5%
+58.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.1% | -2.7% |
| 7D | +0.4% | -11.7% | +12.1% | +1.3% |
| 30D | +1.7% | -27.1% | +28.8% | +3.9% |
| 3M | -33.0% | -44.6% | +11.5% | -30.2% |
| 6M | -33.9% | -67.2% | +33.3% | -28.7% |
| YTD | -58.5% | -35.9% | -22.7% | -58.8% |
| 1Y | -56.4% | -0.4% | -56.0% | -58.9% |
| 3Y | -24.7% | +454.8% | -479.5% | -45.4% |
| 5Y | +83.1% | +24.8% | +58.4% | +42.9% |
| All | +83.1% | +24.5% | +58.6% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling