-55.8%
FIG vs PYPL
-20.5%
-35.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -2.3% |
| 7D | -16.3% | +2.4% | -18.7% | -17.7% |
| 30D | -14.3% | -5.1% | -9.2% | -12.4% |
| 3M | +7.2% | +28.6% | -21.4% | -13.0% |
| 6M | -18.6% | +17.9% | -36.6% | -29.3% |
| YTD | -35.5% | -5.3% | -30.2% | -34.0% |
| 1Y | -55.8% | -19.0% | -36.8% | -46.4% |
| All | -55.8% | -20.5% | -35.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 1y: compounded portfolio wealth divided by compounded PYPL 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…
1y analysis · Full analysis span regression · 6 months rolling