+46.9%
PM vs FICO
-57.1%
+104.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.7% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +11.5% | +1.7% | +9.8% | +11.1% |
| 3M | +13.0% | -33.0% | +46.1% | +15.6% |
| 6M | +25.9% | -33.9% | +59.8% | +29.7% |
| YTD | +34.0% | -58.5% | +92.5% | +49.3% |
| 1Y | +46.9% | -56.4% | +103.2% | +57.7% |
| All | +46.9% | -57.1% | +104.0% | +57.7% |
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