+6,822.1%
PWR vs FICO
+8,226.5%
-1,404.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.9% | -13.2% | -12.6% |
| 7D | -19.9% | -0.3% | -19.6% | -19.7% |
| 30D | -29.3% | +1.7% | -31.0% | -30.5% |
| 3M | -25.5% | -35.2% | +9.7% | -18.1% |
| 6M | -34.0% | -33.7% | -0.4% | -30.8% |
| YTD | +20.7% | -58.2% | +78.8% | +44.2% |
| 1Y | +12.3% | -56.6% | +68.9% | +32.1% |
| 3Y | +201.9% | -24.0% | +225.8% | +173.4% |
| 5Y | +336.8% | +86.1% | +250.7% | +169.4% |
| 10Y | +1,748.9% | +522.8% | +1,226.0% | +566.6% |
| All | +6,822.1% | +8,226.5% | -1,404.4% | +1,115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling