+63.8%
PYPL vs FAST
+616.7%
-552.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.6% |
| 7D | -1.2% | +4.3% | -5.5% | -3.3% |
| 30D | +6.1% | +8.3% | -2.2% | +1.8% |
| 3M | +1.1% | +6.5% | -5.4% | -2.3% |
| 6M | +32.7% | +29.5% | +3.2% | +15.7% |
| YTD | +2.8% | +41.3% | -38.5% | -16.1% |
| 1Y | -10.8% | +37.4% | -48.2% | -26.1% |
| 3Y | +9.8% | +98.5% | -88.7% | -26.7% |
| 5Y | -70.2% | +111.1% | -181.3% | -81.0% |
| 10Y | +50.1% | +548.6% | -498.5% | -42.3% |
| All | +63.8% | +616.7% | -552.9% | -38.9% |
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