+50.1%
PYPL vs FAST
+542.5%
-492.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | -0.2% |
| 7D | +2.2% | +3.8% | -1.7% | +0.2% |
| 30D | +8.1% | +8.1% | +0.1% | +3.7% |
| 3M | +1.9% | +5.8% | -3.9% | -1.2% |
| 6M | +33.1% | +24.9% | +8.3% | +17.8% |
| YTD | +3.8% | +38.9% | -35.2% | -15.1% |
| 1Y | -8.3% | +36.5% | -44.8% | -24.2% |
| 3Y | +11.9% | +98.1% | -86.3% | -26.4% |
| 5Y | -70.4% | +109.3% | -179.7% | -81.3% |
| All | +50.1% | +542.5% | -492.3% | -38.3% |
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