-79.1%
FIG vs PYPL
-20.0%
-59.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.3% | -2.4% |
| 7D | -16.3% | +2.7% | -19.0% | -17.9% |
| 30D | -14.3% | -4.9% | -9.4% | -12.5% |
| 3M | +7.2% | +28.9% | -21.7% | -13.5% |
| 6M | -18.6% | +18.2% | -36.9% | -29.7% |
| YTD | -35.5% | -5.0% | -30.4% | -34.3% |
| 1Y | -55.8% | -18.8% | -37.0% | -48.0% |
| All | -79.1% | -20.0% | -59.1% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling