+133.4%
PSX vs FICO
-24.0%
+157.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.8% | -4.9% |
| 7D | -9.7% | -0.3% | -9.5% | -9.7% |
| 30D | -8.4% | +1.7% | -10.1% | -8.8% |
| 3M | +22.6% | -35.2% | +57.8% | +25.2% |
| 6M | +38.8% | -33.7% | +72.4% | +40.4% |
| YTD | +95.5% | -58.2% | +153.6% | +108.2% |
| 1Y | +87.1% | -56.6% | +143.7% | +98.0% |
| All | +133.4% | -24.0% | +157.4% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling