+39.4%
PPL vs FICO
+99.8%
-60.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | +1.2% |
| 7D | +2.7% | -19.2% | +21.8% | +4.1% |
| 30D | +0.5% | -14.6% | +15.1% | +1.4% |
| 3M | +0.7% | -20.1% | +20.8% | +1.9% |
| 6M | -7.6% | -36.3% | +28.7% | -5.0% |
| YTD | +1.8% | -44.9% | +46.7% | +5.9% |
| 1Y | -0.8% | -38.6% | +37.9% | +1.8% |
| 3Y | +56.9% | +4.0% | +52.9% | +46.5% |
| All | +39.4% | +99.8% | -60.4% | +12.7% |
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 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