+303.7%
PCAR vs FICO
+514.7%
-211.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | +2.2% | -0.3% | +2.4% | +2.2% |
| 30D | -4.4% | +1.7% | -6.1% | -5.1% |
| 3M | -21.4% | -35.2% | +13.8% | -16.3% |
| 6M | -7.3% | -33.7% | +26.3% | -2.9% |
| YTD | -3.8% | -58.2% | +54.4% | +10.3% |
| 1Y | +6.3% | -56.6% | +62.9% | +20.6% |
| 3Y | +34.4% | -24.0% | +58.3% | +26.2% |
| 5Y | +109.2% | +86.1% | +23.2% | +46.3% |
| All | +303.7% | +514.7% | -211.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling