+166.6%
PM vs FICO
+84.1%
+82.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.7% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +5.8% | +1.7% | +4.1% | +5.5% |
| 3M | +6.7% | -35.2% | +41.8% | +9.3% |
| 6M | +19.9% | -33.7% | +53.5% | +22.6% |
| YTD | +27.8% | -58.2% | +86.0% | +35.0% |
| 1Y | +39.4% | -56.6% | +96.0% | +46.8% |
| 3Y | +146.9% | -24.0% | +170.9% | +141.1% |
| 5Y | +166.6% | +86.1% | +80.6% | +132.1% |
| All | +166.6% | +84.1% | +82.6% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling