+2,146.7%
PPL vs FICO
+78,251.7%
-76,105.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.3% |
| 7D | +1.8% | +0.4% | +1.4% | +1.8% |
| 30D | +8.4% | +1.7% | +6.8% | +8.0% |
| 3M | +2.4% | -33.0% | +35.4% | +5.2% |
| 6M | -4.0% | -33.9% | +29.9% | -1.6% |
| YTD | +4.5% | -58.5% | +63.0% | +11.2% |
| 1Y | +1.7% | -56.4% | +58.1% | +7.7% |
| 3Y | +55.5% | -24.7% | +80.2% | +53.4% |
| 5Y | +47.0% | +83.1% | -36.1% | +30.9% |
| 10Y | +62.4% | +517.2% | -454.8% | +28.8% |
| All | +2,146.7% | +78,251.7% | -76,105.1% | +1,330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling