+538.9%
FICO vs PNR
+98.8%
+440.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.7% |
| 7D | +1.4% | -2.3% | +3.7% | +2.7% |
| 30D | -0.8% | +29.3% | -30.0% | -14.4% |
| 3M | -31.3% | +4.1% | -35.4% | -33.5% |
| 6M | -33.9% | -8.6% | -25.3% | -32.4% |
| YTD | -57.6% | -33.6% | -24.0% | -48.5% |
| 1Y | -59.7% | -36.4% | -23.3% | -49.9% |
| 3Y | -28.0% | +15.1% | -43.1% | -38.6% |
| 5Y | +91.0% | -3.8% | +94.7% | +73.4% |
| All | +538.9% | +98.8% | +440.1% | +244.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling