+58.1%
PPL vs FICO
-24.0%
+82.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.8% |
| 6M | -2.0% | -33.7% | +31.6% | -1.4% |
| YTD | +5.3% | -58.2% | +63.4% | +7.5% |
| 1Y | +2.2% | -56.6% | +58.8% | +4.2% |
| All | +58.1% | -24.0% | +82.1% | +54.9% |
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