+166.7%
PG vs FICO
+535.6%
-368.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +4.1% | +0.9% | +3.2% | +3.9% |
| 30D | +12.3% | +9.4% | +2.8% | +10.8% |
| 3M | +15.9% | -30.4% | +46.3% | +19.8% |
| 6M | +16.8% | -35.1% | +51.9% | +21.2% |
| YTD | +21.1% | -56.8% | +77.9% | +31.8% |
| 1Y | +19.3% | -58.4% | +77.7% | +30.5% |
| 3Y | +20.6% | -26.7% | +47.3% | +16.5% |
| 5Y | +30.7% | +88.0% | -57.3% | +2.8% |
| 10Y | +166.7% | +545.7% | -379.1% | +64.2% |
| All | +166.7% | +535.6% | -368.9% | +64.2% |
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 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