+22,462.1%
PH vs FICO
+78,251.7%
-55,789.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -6.7% | +1.7% | -8.4% | -7.6% |
| 3M | -8.1% | -33.0% | +24.9% | -3.0% |
| 6M | +5.3% | -33.9% | +39.2% | +10.0% |
| YTD | +4.2% | -58.5% | +62.7% | +18.2% |
| 1Y | +19.3% | -56.4% | +75.7% | +33.8% |
| 3Y | +133.9% | -24.7% | +158.5% | +128.5% |
| 5Y | +197.7% | +83.1% | +114.6% | +137.4% |
| 10Y | +776.5% | +517.2% | +259.3% | +461.9% |
| All | +22,462.1% | +78,251.7% | -55,789.6% | +9,624.1% |
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