+338.3%
PSX vs FICO
+535.6%
-197.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -7.8% | +0.9% | -8.7% | -8.0% |
| 30D | -9.9% | +9.4% | -19.3% | -12.4% |
| 3M | +16.9% | -30.4% | +47.3% | +24.1% |
| 6M | +48.0% | -35.1% | +83.1% | +57.4% |
| YTD | +98.3% | -56.8% | +155.1% | +132.1% |
| 1Y | +86.2% | -58.4% | +144.6% | +120.0% |
| 3Y | +144.0% | -26.7% | +170.7% | +125.1% |
| 5Y | +287.7% | +88.0% | +199.7% | +131.6% |
| 10Y | +338.3% | +545.7% | -207.4% | +58.2% |
| All | +338.3% | +535.6% | -197.2% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling