-4.6%
PEP vs FICO
-24.0%
+19.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +6.7% | -0.3% | +6.9% | +6.7% |
| 30D | +13.5% | +1.7% | +11.8% | +13.4% |
| 3M | +3.9% | -35.2% | +39.1% | +5.5% |
| 6M | -6.0% | -33.7% | +27.7% | -4.5% |
| YTD | +2.5% | -58.2% | +60.6% | +5.3% |
| 1Y | +3.9% | -56.6% | +60.5% | +6.7% |
| All | -4.6% | -24.0% | +19.4% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling