+47.0%
PPL vs FICO
+81.8%
-34.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.2% |
| 7D | +1.8% | +0.4% | +1.4% | +1.8% |
| 30D | +8.4% | +1.7% | +6.8% | +8.1% |
| 3M | +2.4% | -33.0% | +35.4% | +4.4% |
| 6M | -4.0% | -33.9% | +29.9% | -2.4% |
| YTD | +4.5% | -58.5% | +63.0% | +10.1% |
| 1Y | +1.7% | -56.4% | +58.1% | +6.7% |
| 3Y | +55.5% | -24.7% | +80.2% | +48.1% |
| 5Y | +47.0% | +83.1% | -36.1% | +18.7% |
| All | +47.0% | +81.8% | -34.8% | +18.7% |
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