-38.6%
FICO vs PSA
+7.3%
-45.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.1% |
| 7D | -19.2% | -3.7% | -15.5% | -17.8% |
| 30D | -14.6% | -7.7% | -6.9% | -11.6% |
| 3M | -20.1% | -0.6% | -19.5% | -18.4% |
| 6M | -36.3% | -0.9% | -35.4% | -34.4% |
| YTD | -44.9% | +18.7% | -63.5% | -45.9% |
| 1Y | -38.6% | +7.6% | -46.3% | -38.0% |
| All | -38.6% | +7.3% | -45.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling