+4,006.0%
PG vs FICO
+104,095.6%
-100,089.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +1.0% |
| 7D | +1.9% | -19.2% | +21.0% | +3.4% |
| 30D | -0.2% | -14.6% | +14.3% | +0.8% |
| 3M | +4.8% | -20.1% | +24.9% | +6.2% |
| 6M | -6.1% | -36.3% | +30.2% | -3.5% |
| YTD | +4.5% | -44.9% | +49.3% | +8.4% |
| 1Y | -5.3% | -38.6% | +33.3% | -2.8% |
| 3Y | +2.6% | +4.0% | -1.4% | -0.3% |
| 5Y | +15.6% | +99.5% | -83.9% | +5.5% |
| 10Y | +118.0% | +604.7% | -486.7% | +79.6% |
| All | +4,006.0% | +104,095.6% | -100,089.5% | +2,555.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling