+26.0%
PFE vs FICO
-58.5%
+84.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.7% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | +3.4% | +8.4% | -5.1% | +2.9% |
| 3M | +9.2% | -30.5% | +39.7% | +11.9% |
| 6M | +15.8% | -35.7% | +51.5% | +18.8% |
| YTD | +23.4% | -57.2% | +80.6% | +35.1% |
| All | +26.0% | -58.5% | +84.6% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling