-58.7%
FIG vs PYPL
-22.7%
-36.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.1% |
| 7D | -14.5% | -4.3% | -10.1% | -12.0% |
| 30D | -13.3% | -11.5% | -1.8% | -6.9% |
| 3M | +7.4% | +26.1% | -18.7% | -12.2% |
| 6M | -27.8% | +13.7% | -41.5% | -35.8% |
| YTD | -41.1% | -9.8% | -31.3% | -37.7% |
| 1Y | -58.7% | -22.1% | -36.7% | -49.3% |
| All | -58.7% | -22.7% | -36.1% | -49.3% |
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 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