+357.1%
PSX vs FICO
+544.1%
-187.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -0.4% | +4.0% | -4.3% | -1.3% |
| 30D | -8.1% | -1.5% | -6.6% | -8.3% |
| 3M | +15.9% | -29.8% | +45.7% | +22.7% |
| 6M | +49.4% | -33.3% | +82.6% | +57.8% |
| YTD | +104.7% | -56.9% | +161.5% | +139.7% |
| 1Y | +89.1% | -59.5% | +148.6% | +125.1% |
| 3Y | +151.7% | -26.9% | +178.6% | +132.4% |
| 5Y | +298.3% | +92.9% | +205.4% | +134.9% |
| 10Y | +357.1% | +539.5% | -182.4% | +64.5% |
| All | +357.1% | +544.1% | -187.1% | +64.5% |
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