+3,159.9%
PEP vs FICO
+104,095.5%
-100,935.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +0.9% |
| 7D | -1.4% | -19.2% | +17.8% | +0.4% |
| 30D | +0.2% | -14.6% | +14.8% | +1.5% |
| 3M | -1.1% | -20.1% | +19.0% | +0.5% |
| 6M | -13.5% | -36.3% | +22.8% | -10.7% |
| YTD | -1.2% | -44.9% | +43.7% | +3.2% |
| 1Y | -1.6% | -38.6% | +37.1% | +1.4% |
| 3Y | -12.5% | +4.0% | -16.5% | -15.4% |
| 5Y | +3.0% | +99.5% | -96.5% | -7.6% |
| 10Y | +73.9% | +604.7% | -530.8% | +38.7% |
| All | +3,159.9% | +104,095.5% | -100,935.6% | +1,947.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling