-83.6%
FIG vs PYPL
-13.4%
-70.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.0% |
| 7D | -14.3% | -1.2% | -13.1% | -13.3% |
| 30D | -13.6% | +6.1% | -19.7% | -16.4% |
| 3M | -23.7% | +1.1% | -24.8% | -24.4% |
| 6M | -5.4% | +32.7% | -38.1% | -24.0% |
| YTD | -49.2% | +2.8% | -52.0% | -50.6% |
| 1Y | -57.4% | -10.8% | -46.6% | -52.5% |
| All | -83.6% | -13.4% | -70.1% | -81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling