+541.4%
FICO vs PSA
+132.6%
+408.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.2% | -1.4% | +3.7% | +3.0% |
| 30D | +0.1% | +15.2% | -15.1% | -7.3% |
| 3M | -35.2% | +2.2% | -37.4% | -36.0% |
| 6M | -32.4% | +11.7% | -44.0% | -36.2% |
| YTD | -57.4% | +32.0% | -89.4% | -63.6% |
| 1Y | -58.5% | +26.3% | -84.8% | -63.7% |
| 3Y | -28.9% | +52.4% | -81.2% | -44.8% |
| 5Y | +91.7% | +26.3% | +65.4% | +61.9% |
| All | +541.4% | +132.6% | +408.8% | +295.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling