-59.7%
FICO vs PNR
-36.2%
-23.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +1.4% | -2.3% | +3.7% | +1.9% |
| 30D | -0.8% | +29.3% | -30.0% | -6.5% |
| 3M | -31.3% | +4.1% | -35.4% | -31.5% |
| 6M | -33.9% | -8.6% | -25.3% | -32.6% |
| YTD | -57.6% | -33.6% | -24.0% | -50.8% |
| 1Y | -59.7% | -36.4% | -23.3% | -52.2% |
| All | -59.7% | -36.2% | -23.4% | -52.2% |
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