+2.2%
PPL vs FICO
-55.7%
+57.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | +6.8% | +1.7% | +5.1% | +6.8% |
| 3M | +3.9% | -35.2% | +39.1% | +4.3% |
| 6M | -2.0% | -33.7% | +31.6% | -1.8% |
| YTD | +5.3% | -58.2% | +63.4% | +7.7% |
| 1Y | +2.2% | -56.6% | +58.8% | +3.1% |
| All | +2.2% | -55.7% | +57.9% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling