-81.0%
PYPL vs FICO
+99.8%
-180.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -16.7% | +13.6% | +2.6% |
| 7D | +2.7% | -19.2% | +21.9% | +9.8% |
| 30D | -4.9% | -14.6% | +9.7% | -0.6% |
| 3M | +28.9% | -20.1% | +49.0% | +36.1% |
| 6M | +18.2% | -36.3% | +54.6% | +33.6% |
| YTD | -5.0% | -44.9% | +39.8% | +13.5% |
| 1Y | -18.8% | -38.6% | +19.8% | -8.2% |
| 3Y | -12.6% | +4.0% | -16.6% | -28.5% |
| All | -81.0% | +99.8% | -180.9% | -88.8% |
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