+531.6%
FICO vs PSA
+140.2%
+391.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -0.1% | +1.5% | -1.5% | -0.9% |
| 30D | +8.4% | +16.7% | -8.2% | -0.3% |
| 3M | -30.5% | +4.0% | -34.5% | -32.0% |
| 6M | -35.7% | +10.9% | -46.6% | -39.1% |
| YTD | -57.2% | +34.2% | -91.4% | -63.7% |
| 1Y | -58.4% | +26.6% | -85.1% | -63.6% |
| 3Y | -24.8% | +54.7% | -79.6% | -42.2% |
| 5Y | +79.3% | +30.0% | +49.2% | +49.0% |
| 10Y | +531.6% | +132.7% | +399.0% | +286.3% |
| All | +531.6% | +140.2% | +391.5% | +286.3% |
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