+499.7%
FICO vs PR
+66.0%
+433.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -0.9% | -16.4% | +15.5% | +0.3% |
| 30D | +3.3% | -1.9% | +5.2% | +3.4% |
| 3M | -31.7% | +8.0% | -39.7% | -32.2% |
| 6M | -34.0% | +4.1% | -38.1% | -34.3% |
| YTD | -58.3% | +58.7% | -117.0% | -59.9% |
| 1Y | -57.9% | +75.8% | -133.8% | -59.8% |
| 3Y | -24.1% | +73.2% | -97.2% | -28.0% |
| 5Y | +85.3% | +230.1% | -144.8% | +65.6% |
| All | +499.7% | +66.0% | +433.6% | +436.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling