+3,159.9%
PEP vs FICO
+104,095.6%
-100,935.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.7% | +15.0% | -0.2% |
| 7D | -2.4% | -19.2% | +16.7% | -0.7% |
| 30D | -0.8% | -14.6% | +13.8% | +0.4% |
| 3M | -2.2% | -20.1% | +17.9% | -0.5% |
| 6M | -14.4% | -36.3% | +21.9% | -11.6% |
| YTD | -2.2% | -44.9% | +42.6% | +2.1% |
| 1Y | -2.6% | -38.6% | +36.0% | +0.4% |
| 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% | +104,095.6% | -100,935.6% | +1,947.9% |
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