-71.8%
PYPL vs FAST
+106.5%
-178.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +0.1% | +4.2% | -4.1% | -2.1% |
| 30D | +5.7% | +6.7% | -1.0% | +2.0% |
| 3M | -1.9% | +8.0% | -10.0% | -6.0% |
| 6M | +31.8% | +27.4% | +4.4% | +15.1% |
| YTD | +2.4% | +40.5% | -38.1% | -17.9% |
| 1Y | -8.2% | +38.4% | -46.6% | -25.8% |
| 3Y | +10.2% | +98.7% | -88.5% | -32.6% |
| All | -71.8% | +106.5% | -178.3% | -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