+665.4%
FICO vs PNR
+63.0%
+602.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +6.4% |
| 7D | -10.6% | -3.9% | -6.7% | -8.8% |
| 30D | -6.3% | -13.8% | +7.5% | +1.4% |
| 3M | -19.7% | -22.5% | +2.8% | -9.2% |
| 6M | -31.8% | -37.2% | +5.4% | -14.0% |
| YTD | -41.8% | -44.2% | +2.4% | -21.9% |
| 1Y | -36.4% | -46.6% | +10.2% | -12.6% |
| 3Y | +9.3% | -12.5% | +21.8% | +9.9% |
| 5Y | +113.0% | -19.3% | +132.4% | +114.8% |
| 10Y | +665.4% | +67.5% | +598.0% | +370.8% |
| All | +665.4% | +63.0% | +602.5% | +370.8% |
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 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