+10.2%
PYPL vs FAST
+97.8%
-87.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +0.1% | +4.2% | -4.1% | -1.4% |
| 30D | +5.7% | +6.7% | -1.0% | +3.2% |
| 3M | -1.9% | +8.0% | -10.0% | -4.6% |
| 6M | +31.8% | +27.4% | +4.4% | +20.7% |
| YTD | +2.4% | +40.5% | -38.1% | -12.5% |
| 1Y | -8.2% | +38.4% | -46.6% | -21.0% |
| 3Y | +10.2% | +98.7% | -88.5% | -20.0% |
| All | +10.2% | +97.8% | -87.6% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling