+1,112.1%
PSX vs FICO
+2,114.3%
-1,002.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | +4.5% |
| 7D | +4.5% | -19.2% | +23.7% | +9.9% |
| 30D | +26.6% | -14.6% | +41.2% | +30.8% |
| 3M | +39.3% | -20.1% | +59.4% | +44.8% |
| 6M | +56.8% | -36.3% | +93.1% | +70.8% |
| YTD | +101.8% | -44.9% | +146.7% | +128.2% |
| 1Y | +99.6% | -38.6% | +138.2% | +115.2% |
| 3Y | +140.3% | +4.0% | +136.4% | +106.6% |
| 5Y | +339.3% | +99.5% | +239.8% | +181.3% |
| 10Y | +369.9% | +604.7% | -234.8% | +78.8% |
| All | +1,112.1% | +2,114.3% | -1,002.2% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling