+44.1%
PYPL vs FAST
+506.5%
-462.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.4% |
| 7D | +2.7% | -0.4% | +3.0% | +2.8% |
| 30D | -4.9% | -0.8% | -4.1% | -4.5% |
| 3M | +28.9% | +5.8% | +23.1% | +25.0% |
| 6M | +18.2% | +8.0% | +10.3% | +12.5% |
| YTD | -5.0% | +25.6% | -30.7% | -17.7% |
| 1Y | -18.8% | +0.8% | -19.6% | -20.9% |
| 3Y | -12.6% | +86.1% | -98.7% | -40.2% |
| 5Y | -80.8% | +100.2% | -181.0% | -87.4% |
| All | +44.1% | +506.5% | -462.4% | -35.7% |
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