-71.0%
PYPL vs FAST
+110.4%
-181.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | +1.0% | +4.8% | -3.8% | -1.5% |
| 30D | +5.9% | +8.6% | -2.8% | +1.2% |
| 3M | -0.2% | +5.7% | -5.9% | -3.3% |
| 6M | +30.3% | +25.5% | +4.8% | +14.7% |
| YTD | +1.6% | +39.6% | -38.0% | -18.3% |
| 1Y | -10.3% | +35.5% | -45.8% | -26.5% |
| 3Y | +8.5% | +96.2% | -87.7% | -33.2% |
| 5Y | -71.0% | +110.2% | -181.2% | -84.5% |
| All | -71.0% | +110.4% | -181.3% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling