+276.9%
PCAR vs FICO
+535.6%
-258.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | +3.5% | +0.9% | +2.6% | +3.3% |
| 30D | -2.3% | +9.4% | -11.7% | -4.3% |
| 3M | -19.3% | -30.4% | +11.0% | -15.2% |
| 6M | -7.1% | -35.1% | +28.0% | -2.0% |
| YTD | -2.8% | -56.8% | +54.0% | +10.8% |
| 1Y | +9.3% | -58.4% | +67.7% | +25.5% |
| 3Y | +33.5% | -26.7% | +60.2% | +27.0% |
| 5Y | +112.6% | +88.0% | +24.6% | +48.9% |
| 10Y | +276.9% | +545.7% | -268.8% | +40.2% |
| All | +276.9% | +535.6% | -258.6% | +40.2% |
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