+280.9%
PSX vs FICO
+84.1%
+196.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.0% |
| 6M | +38.8% | -33.7% | +72.4% | +41.4% |
| YTD | +95.5% | -58.2% | +153.6% | +109.3% |
| 1Y | +87.1% | -56.6% | +143.7% | +99.1% |
| 3Y | +133.5% | -24.0% | +157.5% | +129.7% |
| 5Y | +280.9% | +86.1% | +194.8% | +218.0% |
| All | +280.9% | +84.1% | +196.8% | +218.0% |
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