-59.5%
FICO vs PSA
+27.1%
-86.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +4.0% | -2.1% | +6.0% | +5.0% |
| 30D | -1.5% | +16.2% | -17.7% | -8.3% |
| 3M | -29.8% | +4.3% | -34.1% | -31.5% |
| 6M | -33.3% | +9.9% | -43.1% | -35.3% |
| YTD | -56.9% | +33.3% | -90.1% | -59.7% |
| 1Y | -59.5% | +25.8% | -85.3% | -61.3% |
| All | -59.5% | +27.1% | -86.5% | -61.3% |
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 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