+51.4%
PYPL vs FICO
+933.0%
-881.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -16.7% | +13.6% | +4.4% |
| 7D | +2.7% | -19.2% | +21.9% | +12.1% |
| 30D | -4.9% | -14.6% | +9.7% | +0.8% |
| 3M | +28.9% | -20.1% | +49.0% | +38.3% |
| 6M | +18.2% | -36.3% | +54.6% | +37.9% |
| YTD | -5.0% | -44.9% | +39.8% | +18.5% |
| 1Y | -18.8% | -38.6% | +19.8% | -5.6% |
| 3Y | -12.6% | +4.0% | -16.6% | -29.9% |
| 5Y | -80.8% | +99.5% | -180.3% | -89.9% |
| 10Y | +49.9% | +604.7% | -554.8% | -61.9% |
| All | +51.4% | +933.0% | -881.6% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling