+80,792.2%
FICO vs PNR
+4,296.9%
+76,495.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.3% | +1.6% |
| 7D | -0.1% | -0.5% | +0.5% | 0.0% |
| 30D | +8.4% | +34.4% | -26.0% | -3.5% |
| 3M | -30.5% | +2.4% | -32.9% | -31.7% |
| 6M | -35.7% | -7.8% | -28.0% | -34.9% |
| YTD | -57.2% | -31.6% | -25.6% | -51.8% |
| 1Y | -58.4% | -33.6% | -24.8% | -52.6% |
| 3Y | -24.8% | +19.9% | -44.7% | -32.1% |
| 5Y | +79.3% | +0.8% | +78.5% | +70.7% |
| 10Y | +531.6% | +113.4% | +418.2% | +353.4% |
| All | +80,792.2% | +4,296.9% | +76,495.3% | +34,544.0% |
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