+8,390.6%
PWR vs FICO
+10,873.2%
-2,482.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.7% | +17.4% | +6.1% |
| 7D | +3.6% | -19.2% | +22.8% | +10.2% |
| 30D | -8.6% | -14.6% | +6.0% | -4.9% |
| 3M | -13.2% | -20.1% | +6.9% | -10.3% |
| 6M | +9.9% | -36.3% | +46.2% | +19.4% |
| YTD | +48.0% | -44.9% | +92.9% | +67.6% |
| 1Y | +66.2% | -38.6% | +104.8% | +77.5% |
| 3Y | +195.1% | +4.0% | +191.1% | +149.0% |
| 5Y | +442.6% | +99.5% | +343.0% | +242.8% |
| 10Y | +2,334.2% | +604.7% | +1,729.6% | +780.6% |
| All | +8,390.6% | +10,873.2% | -2,482.6% | +1,312.5% |
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