+104,095.6%
FICO vs PSA
+14,185.8%
+89,909.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.2% |
| 7D | -19.2% | -3.7% | -15.5% | -17.9% |
| 30D | -14.6% | -7.7% | -6.9% | -11.6% |
| 3M | -20.1% | -0.6% | -19.5% | -19.6% |
| 6M | -36.3% | -0.9% | -35.4% | -36.1% |
| YTD | -44.9% | +18.7% | -63.5% | -48.7% |
| 1Y | -38.6% | +7.6% | -46.3% | -40.7% |
| 3Y | +4.0% | +23.7% | -19.7% | -5.7% |
| 5Y | +99.5% | +13.7% | +85.9% | +85.6% |
| 10Y | +604.7% | +98.9% | +505.8% | +419.6% |
| All | +104,095.6% | +14,185.8% | +89,909.8% | +36,672.4% |
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