+18.6%
PG vs FICO
-24.3%
+42.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +2.4% | -0.9% | +3.3% | +2.4% |
| 30D | +12.6% | +3.3% | +9.3% | +12.4% |
| 3M | +13.3% | -31.7% | +45.0% | +14.8% |
| 6M | +13.4% | -34.0% | +47.4% | +15.1% |
| YTD | +18.8% | -58.3% | +77.1% | +22.8% |
| 1Y | +16.5% | -57.9% | +74.4% | +20.4% |
| 3Y | +18.6% | -24.1% | +42.7% | +16.3% |
| All | +18.6% | -24.3% | +42.9% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling