+354.9%
PWR vs FICO
+81.4%
+273.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.3% |
| 7D | -12.9% | -0.9% | -11.9% | -12.8% |
| 30D | -22.8% | +3.3% | -26.2% | -23.5% |
| 3M | -19.0% | -31.7% | +12.7% | -16.8% |
| 6M | -31.1% | -34.0% | +2.9% | -31.0% |
| YTD | +28.2% | -58.3% | +86.6% | +40.9% |
| 1Y | +22.2% | -57.9% | +80.1% | +33.8% |
| 3Y | +222.1% | -24.1% | +246.2% | +184.8% |
| All | +354.9% | +81.4% | +273.4% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling