+14.5%
PH vs FICO
-58.5%
+73.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +4.3% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -0.6% | +8.4% | -9.0% | -0.4% |
| 3M | -10.7% | -30.5% | +19.8% | -12.0% |
| 6M | +9.1% | -35.7% | +44.8% | +6.8% |
| YTD | +9.5% | -57.2% | +66.7% | +12.3% |
| All | +14.5% | -58.5% | +73.0% | +18.7% |
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