+9.7%
PYPL vs FICO
-24.3%
+33.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.9% | -0.9% | +4.9% | +4.1% |
| 30D | +7.8% | +3.3% | +4.5% | +6.7% |
| 3M | -0.7% | -31.7% | +31.1% | +5.7% |
| 6M | +28.8% | -34.0% | +62.7% | +36.4% |
| YTD | +2.4% | -58.3% | +60.7% | +21.1% |
| 1Y | -9.6% | -57.9% | +48.3% | +6.7% |
| 3Y | +9.7% | -24.1% | +33.7% | +26.3% |
| All | +9.7% | -24.3% | +33.9% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling