+172.3%
PCAR vs FICO
+99.8%
+72.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.8% | +2.1% |
| 7D | -0.5% | -19.2% | +18.7% | +1.8% |
| 30D | -6.2% | -14.6% | +8.4% | -4.8% |
| 3M | +5.9% | -20.1% | +26.0% | +7.9% |
| 6M | +0.4% | -36.3% | +36.7% | +5.0% |
| YTD | +14.8% | -44.9% | +59.7% | +22.4% |
| 1Y | +30.1% | -38.6% | +68.7% | +35.6% |
| 3Y | +66.7% | +4.0% | +62.7% | +55.8% |
| All | +172.3% | +99.8% | +72.5% | +133.1% |
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