+78,645.2%
FICO vs PNR
+4,166.7%
+74,478.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.5% |
| 7D | -0.9% | +2.8% | -3.7% | -2.1% |
| 30D | +3.3% | +31.2% | -27.8% | -7.2% |
| 3M | -31.7% | -2.1% | -29.7% | -31.8% |
| 6M | -34.0% | -14.0% | -20.0% | -31.4% |
| YTD | -58.3% | -33.6% | -24.7% | -52.6% |
| 1Y | -57.9% | -35.2% | -22.8% | -51.7% |
| 3Y | -24.1% | +15.8% | -39.9% | -30.5% |
| 5Y | +85.3% | -1.8% | +87.2% | +78.2% |
| 10Y | +520.3% | +117.0% | +403.3% | +343.6% |
| All | +78,645.2% | +4,166.7% | +74,478.5% | +33,997.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling