-38.6%
FICO vs PNR
-43.1%
+4.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.8% |
| 7D | -19.2% | -2.4% | -16.8% | -18.6% |
| 30D | -14.6% | -12.8% | -1.8% | -11.2% |
| 3M | -20.1% | -17.0% | -3.1% | -16.5% |
| 6M | -36.3% | -37.4% | +1.1% | -25.6% |
| YTD | -44.9% | -41.6% | -3.2% | -33.1% |
| 1Y | -38.6% | -44.6% | +6.0% | -23.0% |
| All | -38.6% | -43.1% | +4.4% | -23.0% |
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