+3.7%
PEP vs FICO
-57.1%
+60.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.2% | +7.0% | +3.9% |
| 7D | +7.4% | +0.4% | +7.0% | +7.3% |
| 30D | +13.3% | +1.7% | +11.7% | +13.2% |
| 3M | +3.5% | -33.0% | +36.5% | +4.9% |
| 6M | -5.9% | -33.9% | +28.0% | -3.6% |
| YTD | +2.3% | -58.5% | +60.8% | +3.2% |
| 1Y | +3.7% | -56.4% | +60.1% | +4.4% |
| All | +3.7% | -57.1% | +60.9% | +4.4% |
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