+250.0%
PWR vs FICO
-19.7%
+269.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.6% | +9.3% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -16.2% | +8.4% | -24.6% | -16.4% |
| 3M | -11.9% | -30.5% | +18.6% | -11.9% |
| 6M | -20.6% | -35.7% | +15.1% | -22.1% |
| YTD | +40.3% | -57.2% | +97.4% | +48.0% |
| 1Y | +33.0% | -58.4% | +91.4% | +41.2% |
| 3Y | +250.0% | -24.8% | +274.8% | +177.1% |
| All | +250.0% | -19.7% | +269.7% | +177.1% |
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