+283.2%
PSX vs FICO
+81.4%
+201.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.2% | +2.7% |
| 7D | -8.0% | -0.1% | -7.9% | -8.0% |
| 30D | -9.0% | +8.4% | -17.5% | -9.9% |
| 3M | +24.7% | -30.5% | +55.2% | +27.5% |
| 6M | +49.3% | -35.7% | +85.1% | +52.8% |
| YTD | +100.2% | -57.2% | +157.4% | +113.9% |
| 1Y | +88.8% | -58.4% | +147.3% | +102.4% |
| 3Y | +152.5% | -24.8% | +177.3% | +148.9% |
| 5Y | +283.2% | +79.3% | +203.9% | +226.8% |
| All | +283.2% | +81.4% | +201.8% | +226.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling