-73.6%
PYPL vs FICO
+84.1%
-157.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +8.0% | +1.7% | +6.2% | +6.7% |
| 3M | +2.0% | -35.2% | +37.2% | +13.2% |
| 6M | +27.6% | -33.7% | +61.2% | +37.9% |
| YTD | +1.9% | -58.2% | +60.0% | +28.9% |
| 1Y | -12.4% | -56.6% | +44.2% | +9.1% |
| 3Y | +6.3% | -24.0% | +30.2% | -4.9% |
| 5Y | -73.6% | +86.1% | -159.7% | -85.7% |
| All | -73.6% | +84.1% | -157.7% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling