+76.9%
FICO vs PSA
+30.3%
+46.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -0.9% | +3.9% | -4.8% | -3.1% |
| 30D | +3.3% | +19.7% | -16.3% | -6.3% |
| 3M | -31.7% | +4.3% | -36.0% | -33.3% |
| 6M | -34.0% | +11.4% | -45.3% | -37.6% |
| YTD | -58.3% | +33.9% | -92.3% | -64.6% |
| 1Y | -57.9% | +28.3% | -86.2% | -63.4% |
| 3Y | -24.1% | +53.5% | -77.5% | -41.8% |
| All | +76.9% | +30.3% | +46.6% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling