+62.4%
PYPL vs FAST
+583.3%
-520.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +3.5% | +0.7% | +2.9% | +3.2% |
| 30D | +8.0% | +4.6% | +3.3% | +5.4% |
| 3M | +2.0% | +6.4% | -4.3% | -1.3% |
| 6M | +27.6% | +20.6% | +7.0% | +15.3% |
| YTD | +1.9% | +34.7% | -32.8% | -14.8% |
| 1Y | -12.4% | +29.7% | -42.1% | -25.2% |
| 3Y | +6.3% | +89.9% | -83.7% | -27.4% |
| 5Y | -73.6% | +105.0% | -178.6% | -82.9% |
| 10Y | +45.8% | +594.2% | -548.4% | -45.5% |
| All | +62.4% | +583.3% | -520.9% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling