+54.4%
PYPL vs FICO
+527.0%
-472.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +0.1% | +2.2% | -2.2% | -0.9% |
| 30D | +5.7% | +0.1% | +5.6% | +5.0% |
| 3M | -1.9% | -35.2% | +33.2% | +12.8% |
| 6M | +31.8% | -32.4% | +64.2% | +44.9% |
| YTD | +2.4% | -57.4% | +59.8% | +37.5% |
| 1Y | -8.2% | -58.5% | +50.3% | +24.6% |
| 3Y | +10.2% | -28.9% | +39.1% | +1.5% |
| 5Y | -71.2% | +91.7% | -162.9% | -86.2% |
| All | +54.4% | +527.0% | -472.6% | -64.1% |
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