+66.2%
PWR vs FICO
-39.1%
+105.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.7% | +17.4% | -3.1% |
| 7D | +3.6% | -19.2% | +22.8% | -1.1% |
| 30D | -8.6% | -14.6% | +6.0% | -11.3% |
| 3M | -13.2% | -20.1% | +6.9% | -17.4% |
| 6M | +9.9% | -36.3% | +46.2% | +3.9% |
| YTD | +48.0% | -44.9% | +92.9% | +39.9% |
| 1Y | +66.2% | -38.6% | +104.8% | +56.2% |
| All | +66.2% | -39.1% | +105.2% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling