-28.9%
FICO vs PSA
+54.3%
-83.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.2% | -1.4% | +3.7% | +2.9% |
| 30D | +0.1% | +15.2% | -15.1% | -6.6% |
| 3M | -35.2% | +2.2% | -37.4% | -36.0% |
| 6M | -32.4% | +11.7% | -44.0% | -35.5% |
| YTD | -57.4% | +32.0% | -89.4% | -62.6% |
| 1Y | -58.5% | +26.3% | -84.8% | -62.9% |
| 3Y | -28.9% | +52.4% | -81.2% | -39.1% |
| All | -28.9% | +54.3% | -83.2% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling