+45.1%
PYPL vs FICO
+512.2%
-467.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.9% | -0.9% | +4.9% | +4.2% |
| 30D | +7.8% | +3.3% | +4.5% | +5.2% |
| 3M | -0.7% | -31.7% | +31.1% | +11.4% |
| 6M | +28.8% | -34.0% | +62.7% | +42.8% |
| YTD | +2.4% | -58.3% | +60.7% | +38.7% |
| 1Y | -9.6% | -57.9% | +48.3% | +21.7% |
| 3Y | +9.7% | -24.1% | +33.7% | -3.2% |
| 5Y | -73.5% | +85.3% | -158.8% | -87.1% |
| All | +45.1% | +512.2% | -467.1% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling