+54.2%
PPL vs FICO
+605.7%
-551.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | +2.6% |
| 7D | +2.7% | -19.2% | +21.8% | +5.8% |
| 30D | +0.5% | -14.6% | +15.1% | +2.5% |
| 3M | +0.7% | -20.1% | +20.8% | +3.2% |
| 6M | -7.6% | -36.3% | +28.7% | -2.4% |
| YTD | +1.8% | -44.9% | +46.7% | +10.0% |
| 1Y | -0.8% | -38.6% | +37.9% | +4.3% |
| 3Y | +56.9% | +4.0% | +52.9% | +41.1% |
| 5Y | +39.5% | +99.5% | -60.0% | +3.7% |
| All | +54.2% | +605.7% | -551.6% | -8.7% |
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 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