+3,280.3%
PEP vs FICO
+78,963.7%
-75,683.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +6.7% | -0.3% | +6.9% | +6.7% |
| 30D | +13.5% | +1.7% | +11.8% | +13.1% |
| 3M | +3.9% | -35.2% | +39.1% | +7.1% |
| 6M | -6.0% | -33.7% | +27.7% | -3.6% |
| YTD | +2.5% | -58.2% | +60.6% | +8.9% |
| 1Y | +3.9% | -56.6% | +60.5% | +10.0% |
| 3Y | -4.7% | -24.0% | +19.3% | -5.7% |
| 5Y | +1.1% | +86.1% | -85.0% | -9.5% |
| 10Y | +83.8% | +522.8% | -439.0% | +47.5% |
| All | +3,280.3% | +78,963.7% | -75,683.4% | +2,061.1% |
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