-67.7%
FICO vs PLTD
-75.6%
+7.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.5% | -8.6% | +2.2% |
| 7D | -0.3% | +25.1% | -25.3% | +3.0% |
| 30D | +1.7% | +21.0% | -19.3% | +4.5% |
| 3M | -35.2% | -2.9% | -32.2% | -35.0% |
| 6M | -33.7% | -27.8% | -5.9% | -35.2% |
| YTD | -58.2% | -12.6% | -45.6% | -57.7% |
| 1Y | -56.6% | -9.8% | -46.7% | -55.7% |
| All | -67.7% | -75.6% | +7.9% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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