+545.7%
FICO vs PSA
+131.0%
+414.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.3% |
| 7D | +0.9% | +0.8% | +0.1% | +0.4% |
| 30D | +9.4% | +15.9% | -6.4% | +1.0% |
| 3M | -30.4% | +4.2% | -34.6% | -32.0% |
| 6M | -35.1% | +10.1% | -45.2% | -38.3% |
| YTD | -56.8% | +33.3% | -90.1% | -63.2% |
| 1Y | -58.4% | +28.2% | -86.6% | -63.9% |
| 3Y | -26.7% | +54.9% | -81.6% | -43.6% |
| 5Y | +88.0% | +28.3% | +59.7% | +57.4% |
| 10Y | +545.7% | +134.1% | +411.7% | +295.6% |
| All | +545.7% | +131.0% | +414.7% | +295.6% |
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