+45.1%
PYPL vs FAST
+586.8%
-541.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.9% | +2.1% | +1.8% | +2.9% |
| 30D | +7.8% | +6.9% | +0.9% | +4.0% |
| 3M | -0.7% | +4.8% | -5.5% | -3.2% |
| 6M | +28.8% | +19.8% | +9.0% | +16.6% |
| YTD | +2.4% | +34.9% | -32.5% | -14.7% |
| 1Y | -9.6% | +32.8% | -42.4% | -24.1% |
| 3Y | +9.7% | +93.7% | -84.1% | -26.6% |
| 5Y | -73.5% | +105.3% | -178.8% | -83.0% |
| All | +45.1% | +586.8% | -541.7% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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