-73.9%
PYPL vs FAST
+103.6%
-177.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.9% | +2.1% | +1.8% | +2.8% |
| 30D | +7.8% | +6.9% | +0.9% | +4.0% |
| 3M | -0.7% | +4.8% | -5.5% | -3.3% |
| 6M | +28.8% | +19.8% | +9.0% | +16.3% |
| YTD | +2.4% | +34.9% | -32.5% | -16.1% |
| 1Y | -9.6% | +32.8% | -42.4% | -25.2% |
| 3Y | +9.7% | +93.7% | -84.1% | -32.1% |
| All | -73.9% | +103.6% | -177.5% | -86.0% |
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 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