+49.6%
PFE vs FICO
+544.0%
-494.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.9% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | +3.4% | +8.4% | -5.1% | +2.1% |
| 3M | +9.2% | -30.5% | +39.7% | +12.9% |
| 6M | +15.8% | -35.7% | +51.5% | +20.2% |
| YTD | +23.4% | -57.2% | +80.6% | +34.3% |
| 1Y | +25.8% | -58.4% | +84.2% | +37.4% |
| 3Y | +17.8% | -24.8% | +42.7% | +14.2% |
| 5Y | -20.2% | +79.3% | -99.4% | -35.7% |
| 10Y | +49.6% | +531.6% | -482.1% | -8.9% |
| All | +49.6% | +544.0% | -494.4% | -8.9% |
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 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