+203.2%
PWR vs FICO
-24.0%
+227.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.9% | -13.2% | -12.3% |
| 7D | -19.9% | -0.3% | -19.6% | -19.8% |
| 30D | -29.3% | +1.7% | -31.0% | -29.4% |
| 3M | -25.5% | -35.2% | +9.7% | -25.4% |
| 6M | -34.0% | -33.7% | -0.4% | -35.8% |
| YTD | +20.7% | -58.2% | +78.8% | +27.3% |
| 1Y | +12.3% | -56.6% | +68.9% | +17.2% |
| All | +203.2% | -24.0% | +227.1% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling