+48.8%
PFE vs FICO
+527.0%
-478.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -1.7% | +2.2% | -3.9% | -2.0% |
| 30D | +0.3% | +0.1% | +0.3% | +0.2% |
| 3M | +9.4% | -35.2% | +44.5% | +14.1% |
| 6M | +14.9% | -32.4% | +47.2% | +18.4% |
| YTD | +23.8% | -57.4% | +81.2% | +34.8% |
| 1Y | +19.5% | -58.5% | +78.1% | +30.6% |
| 3Y | +21.0% | -28.9% | +49.9% | +18.4% |
| 5Y | -23.9% | +91.7% | -115.6% | -39.6% |
| All | +48.8% | +527.0% | -478.2% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling