-5.1%
PCG vs FICO
-39.1%
+34.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -16.7% | +19.1% | +1.8% |
| 7D | -13.9% | -19.2% | +5.3% | -14.5% |
| 30D | -16.9% | -14.6% | -2.3% | -17.3% |
| 3M | -14.7% | -20.1% | +5.4% | -15.2% |
| 6M | -23.8% | -36.3% | +12.5% | -24.0% |
| YTD | -10.5% | -44.9% | +34.4% | -11.1% |
| 1Y | -5.1% | -38.6% | +33.5% | -6.4% |
| All | -5.1% | -39.1% | +34.0% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling