+1,850.6%
PWR vs FICO
+534.5%
+1,316.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +4.7% | +4.0% | +0.8% | +3.9% |
| 30D | -12.5% | -1.5% | -11.0% | -12.7% |
| 3M | -9.3% | -29.8% | +20.5% | -4.8% |
| 6M | -22.2% | -33.3% | +11.1% | -20.0% |
| YTD | +44.2% | -56.9% | +101.0% | +65.1% |
| 1Y | +35.5% | -59.5% | +95.0% | +58.2% |
| 3Y | +250.4% | -26.9% | +277.3% | +216.7% |
| 5Y | +425.6% | +92.9% | +332.7% | +218.7% |
| All | +1,850.6% | +534.5% | +1,316.1% | +577.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling