-28.9%
FICO vs PNR
+15.8%
-44.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | +0.3% | +2.0% | +2.1% |
| 30D | +0.1% | +31.7% | -31.6% | -10.0% |
| 3M | -35.2% | +2.6% | -37.8% | -35.9% |
| 6M | -32.4% | -6.4% | -26.0% | -31.4% |
| YTD | -57.4% | -33.4% | -24.0% | -49.9% |
| 1Y | -58.5% | -35.1% | -23.5% | -50.7% |
| 3Y | -28.9% | +17.1% | -45.9% | -29.3% |
| All | -28.9% | +15.8% | -44.7% | -29.3% |
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