+119.6%
PM vs FICO
+4.8%
+114.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -16.7% | +14.7% | -0.9% |
| 7D | -4.9% | -19.2% | +14.3% | -3.7% |
| 30D | -3.4% | -14.6% | +11.2% | -2.6% |
| 3M | +5.2% | -20.1% | +25.3% | +6.5% |
| 6M | +3.7% | -36.3% | +40.0% | +6.2% |
| YTD | +15.8% | -44.9% | +60.6% | +19.5% |
| 1Y | +17.4% | -38.6% | +56.0% | +20.3% |
| All | +119.6% | +4.8% | +114.8% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling