+232.4%
PM vs FICO
+512.2%
-279.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | +2.7% | +3.3% | -0.6% | +1.7% |
| 3M | +6.1% | -31.7% | +37.9% | +10.9% |
| 6M | +18.0% | -34.0% | +52.0% | +23.1% |
| YTD | +26.6% | -58.3% | +84.9% | +41.9% |
| 1Y | +36.7% | -57.9% | +94.6% | +52.9% |
| 3Y | +146.0% | -24.1% | +170.1% | +131.7% |
| 5Y | +164.1% | +85.3% | +78.8% | +91.2% |
| All | +232.4% | +512.2% | -279.8% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling