+336.8%
PWR vs FICO
+84.1%
+252.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.9% | -13.2% | -12.4% |
| 7D | -19.9% | -0.3% | -19.6% | -19.8% |
| 30D | -29.3% | +1.7% | -31.0% | -29.7% |
| 3M | -25.5% | -35.2% | +9.7% | -22.9% |
| 6M | -34.0% | -33.7% | -0.4% | -34.0% |
| YTD | +20.7% | -58.2% | +78.8% | +32.6% |
| 1Y | +12.3% | -56.6% | +68.9% | +22.0% |
| 3Y | +201.9% | -24.0% | +225.8% | +166.9% |
| 5Y | +336.8% | +86.1% | +250.7% | +187.5% |
| All | +336.8% | +84.1% | +252.7% | +187.5% |
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