-80.3%
FIG vs PYPL
-22.6%
-57.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.2% | -2.4% | -3.6% |
| 7D | -16.4% | +1.7% | -18.1% | -17.5% |
| 30D | -2.3% | -9.7% | +7.4% | +3.7% |
| 3M | +7.8% | +29.2% | -21.4% | -13.6% |
| 6M | -21.8% | +13.9% | -35.7% | -30.8% |
| YTD | -39.1% | -8.1% | -31.0% | -36.6% |
| 1Y | -56.6% | -21.4% | -35.3% | -48.0% |
| All | -80.3% | -22.6% | -57.7% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling