+3,273.4%
PEP vs FICO
+78,251.7%
-74,978.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.2% | +7.0% | +4.0% |
| 7D | +7.4% | +0.4% | +7.0% | +7.3% |
| 30D | +13.3% | +1.7% | +11.7% | +13.0% |
| 3M | +3.5% | -33.0% | +36.5% | +6.3% |
| 6M | -5.9% | -33.9% | +28.0% | -3.5% |
| YTD | +2.3% | -58.5% | +60.8% | +8.7% |
| 1Y | +3.7% | -56.4% | +60.1% | +9.7% |
| 3Y | -4.8% | -24.7% | +19.8% | -5.9% |
| 5Y | +1.9% | +83.1% | -81.2% | -8.6% |
| 10Y | +83.5% | +517.2% | -433.7% | +47.3% |
| All | +3,273.4% | +78,251.7% | -74,978.4% | +2,058.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling