+50.1%
PYPL vs FDS
+128.0%
-77.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +2.2% | -5.0% | +7.1% | +4.9% |
| 30D | +8.1% | +13.8% | -5.6% | +0.4% |
| 3M | +1.9% | +14.8% | -12.9% | -7.0% |
| 6M | +33.1% | +47.4% | -14.3% | +2.3% |
| YTD | +3.8% | +14.2% | -10.4% | -7.4% |
| 1Y | -8.3% | +26.6% | -35.0% | -23.8% |
| 3Y | +11.9% | -24.4% | +36.3% | +26.3% |
| 5Y | -70.4% | -22.6% | -47.8% | -67.5% |
| All | +50.1% | +128.0% | -77.9% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling