+2,328.7%
PWR vs FICO
+605.7%
+1,722.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.7% | +17.4% | +4.5% |
| 7D | +3.6% | -19.2% | +22.8% | +8.2% |
| 30D | -8.6% | -14.6% | +6.0% | -6.0% |
| 3M | -13.2% | -20.1% | +6.9% | -11.5% |
| 6M | +9.9% | -36.3% | +46.2% | +17.4% |
| YTD | +48.0% | -44.9% | +92.9% | +64.2% |
| 1Y | +66.2% | -38.6% | +104.8% | +74.7% |
| 3Y | +195.1% | +4.0% | +191.1% | +148.1% |
| 5Y | +442.6% | +99.5% | +343.0% | +245.9% |
| All | +2,328.7% | +605.7% | +1,722.9% | +750.7% |
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