+106.6%
PCAR vs FICO
+81.4%
+25.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | -4.6% | +3.3% | -7.9% | -5.1% |
| 3M | -22.6% | -31.7% | +9.1% | -20.1% |
| 6M | -12.0% | -34.0% | +22.0% | -9.4% |
| YTD | -6.1% | -58.3% | +52.2% | +2.4% |
| 1Y | +6.3% | -57.9% | +64.3% | +15.7% |
| 3Y | +31.8% | -24.1% | +55.8% | +27.0% |
| All | +106.6% | +81.4% | +25.2% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling