-56.4%
FICO vs PNR
-31.2%
-25.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.9% |
| 7D | +0.4% | +11.9% | -11.5% | -2.0% |
| 30D | +1.7% | +37.1% | -35.5% | -5.4% |
| 3M | -33.0% | +5.7% | -38.7% | -33.4% |
| 6M | -33.9% | -5.7% | -28.2% | -32.8% |
| YTD | -58.5% | -29.8% | -28.7% | -52.3% |
| 1Y | -56.4% | -31.8% | -24.6% | -48.8% |
| All | -56.4% | -31.2% | -25.2% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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