-13.5%
PEP vs FICO
-35.4%
+21.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +0.7% |
| 7D | -1.4% | -19.2% | +17.8% | +0.2% |
| 30D | +0.2% | -14.6% | +14.8% | +1.3% |
| 3M | -1.1% | -20.1% | +19.0% | +0.8% |
| 6M | -13.5% | -36.3% | +22.8% | -11.7% |
| All | -13.5% | -35.4% | +21.9% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling