-11.9%
PEP vs FICO
+4.8%
-16.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +0.1% |
| 7D | -1.4% | -19.2% | +17.8% | -0.5% |
| 30D | +0.2% | -14.6% | +14.8% | +0.8% |
| 3M | -1.1% | -20.1% | +19.0% | -0.2% |
| 6M | -13.5% | -36.3% | +22.8% | -12.4% |
| YTD | -1.2% | -44.9% | +43.7% | +0.7% |
| 1Y | -1.6% | -38.6% | +37.1% | -0.2% |
| All | -11.9% | +4.8% | -16.7% | -13.2% |
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