-52.0%
FIG vs PYPL
-9.9%
-42.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +1.8% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -9.5% | +5.7% | -15.1% | -11.8% |
| 3M | -26.2% | -1.9% | -24.3% | -25.4% |
| 6M | +2.7% | +31.8% | -29.1% | -15.0% |
| YTD | -48.0% | +2.4% | -50.4% | -49.9% |
| 1Y | -52.0% | -8.2% | -43.8% | -49.9% |
| All | -52.0% | -9.9% | -42.2% | -49.9% |
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