-80.8%
FIG vs PYPL
-22.4%
-58.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.8% |
| 7D | -12.2% | -5.9% | -6.3% | -8.6% |
| 30D | -11.0% | -9.4% | -1.6% | -5.7% |
| 3M | +11.9% | +31.3% | -19.4% | -11.4% |
| 6M | -21.9% | +19.1% | -41.0% | -33.1% |
| YTD | -40.8% | -7.9% | -32.9% | -38.4% |
| 1Y | -56.6% | -17.9% | -38.8% | -50.1% |
| All | -80.8% | -22.4% | -58.4% | -76.6% |
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