+76.9%
FICO vs PNR
-2.8%
+79.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.7% |
| 7D | -0.9% | +2.8% | -3.7% | -2.5% |
| 30D | +3.3% | +31.2% | -27.8% | -10.5% |
| 3M | -31.7% | -2.1% | -29.7% | -31.5% |
| 6M | -34.0% | -14.0% | -20.0% | -30.0% |
| YTD | -58.3% | -33.6% | -24.7% | -49.4% |
| 1Y | -57.9% | -35.2% | -22.8% | -48.2% |
| 3Y | -24.1% | +15.8% | -39.9% | -36.6% |
| All | +76.9% | -2.8% | +79.8% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling