+2,090.1%
PPL vs FICO
+104,095.6%
-102,005.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | +1.6% |
| 7D | +2.7% | -19.2% | +21.8% | +4.6% |
| 30D | +0.5% | -14.6% | +15.1% | +1.7% |
| 3M | +0.7% | -20.1% | +20.8% | +2.2% |
| 6M | -7.6% | -36.3% | +28.7% | -4.6% |
| YTD | +1.8% | -44.9% | +46.7% | +6.4% |
| 1Y | -0.8% | -38.6% | +37.9% | +2.3% |
| 3Y | +56.9% | +4.0% | +52.9% | +51.2% |
| 5Y | +39.5% | +99.5% | -60.0% | +24.3% |
| 10Y | +55.4% | +604.7% | -549.3% | +22.4% |
| All | +2,090.1% | +104,095.6% | -102,005.5% | +1,268.9% |
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 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