-24.1%
FICO vs PNR
+14.7%
-38.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | -0.9% | +2.8% | -3.7% | -2.1% |
| 30D | +3.3% | +31.2% | -27.8% | -7.0% |
| 3M | -31.7% | -2.1% | -29.7% | -31.3% |
| 6M | -34.0% | -14.0% | -20.0% | -30.6% |
| YTD | -58.3% | -33.6% | -24.7% | -51.0% |
| 1Y | -57.9% | -35.2% | -22.8% | -50.0% |
| 3Y | -24.1% | +15.8% | -39.9% | -23.6% |
| All | -24.1% | +14.7% | -38.8% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling