-36.4%
FICO vs PNR
-47.2%
+10.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +5.9% |
| 7D | -10.6% | -3.9% | -6.7% | -9.6% |
| 30D | -6.3% | -13.8% | +7.5% | -2.2% |
| 3M | -19.7% | -22.5% | +2.8% | -14.4% |
| 6M | -31.8% | -37.2% | +5.4% | -21.1% |
| YTD | -41.8% | -44.2% | +2.4% | -28.5% |
| 1Y | -36.4% | -46.6% | +10.2% | -19.8% |
| All | -36.4% | -47.2% | +10.8% | -19.8% |
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