-20.7%
PFE vs FICO
+99.8%
-120.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.4% | -0.1% |
| 7D | +1.8% | -19.2% | +20.9% | +3.2% |
| 30D | +10.2% | -14.6% | +24.8% | +11.3% |
| 3M | +12.7% | -20.1% | +32.8% | +14.0% |
| 6M | +10.5% | -36.3% | +46.9% | +13.2% |
| YTD | +20.2% | -44.9% | +65.0% | +24.1% |
| 1Y | +24.1% | -38.6% | +62.7% | +27.2% |
| 3Y | -3.6% | +4.0% | -7.5% | -5.7% |
| All | -20.7% | +99.8% | -120.5% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling