+165.8%
PM vs FICO
+81.4%
+84.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -5.2% | -0.9% | -4.3% | -5.2% |
| 30D | +2.7% | +3.3% | -0.6% | +2.2% |
| 3M | +5.2% | -31.7% | +36.9% | +7.5% |
| 6M | +17.0% | -34.0% | +51.0% | +19.7% |
| YTD | +25.5% | -58.3% | +83.8% | +32.7% |
| 1Y | +35.5% | -57.9% | +93.4% | +43.2% |
| 3Y | +143.9% | -24.1% | +168.0% | +137.9% |
| All | +165.8% | +81.4% | +84.4% | +130.8% |
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