-34.0%
FICO vs PSA
+13.4%
-47.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | -0.9% | +3.9% | -4.8% | -4.2% |
| 30D | +3.3% | +19.7% | -16.3% | -11.2% |
| 3M | -31.7% | +4.3% | -36.0% | -33.8% |
| 6M | -34.0% | +11.4% | -45.3% | -36.2% |
| All | -34.0% | +13.4% | -47.4% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling