+101.7%
FICO vs PR
+433.6%
-332.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.1% | -16.5% |
| 7D | -19.2% | +2.9% | -22.1% | -19.4% |
| 30D | -14.6% | +18.0% | -32.6% | -16.3% |
| 3M | -20.1% | +16.9% | -37.0% | -21.7% |
| 6M | -36.3% | +28.2% | -64.5% | -38.6% |
| YTD | -44.9% | +69.3% | -114.2% | -48.8% |
| 1Y | -38.6% | +69.5% | -108.1% | -43.2% |
| 3Y | +4.0% | +81.7% | -77.7% | -6.5% |
| All | +101.7% | +433.6% | -332.0% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling