+81,563.4%
FICO vs PSA
+15,953.3%
+65,610.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | +9.4% | +15.9% | -6.4% | +3.0% |
| 3M | -30.4% | +4.2% | -34.6% | -31.6% |
| 6M | -35.1% | +10.1% | -45.2% | -37.5% |
| YTD | -56.8% | +33.3% | -90.1% | -61.7% |
| 1Y | -58.4% | +28.2% | -86.6% | -62.6% |
| 3Y | -26.7% | +54.9% | -81.6% | -39.4% |
| 5Y | +88.0% | +28.3% | +59.7% | +66.4% |
| 10Y | +545.7% | +134.1% | +411.7% | +346.0% |
| All | +81,563.4% | +15,953.3% | +65,610.1% | +27,339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling