+9.1%
PYPL vs FICO
-24.0%
+33.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | +8.0% | +1.7% | +6.2% | +7.2% |
| 3M | +2.0% | -35.2% | +37.2% | +9.8% |
| 6M | +27.6% | -33.7% | +61.2% | +35.0% |
| YTD | +1.9% | -58.2% | +60.0% | +20.4% |
| 1Y | -12.4% | -56.6% | +44.2% | +2.6% |
| All | +9.1% | -24.0% | +33.1% | +25.6% |
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