+36.9%
PYPL vs FDS
+77.6%
-40.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -0.9% |
| 7D | +1.7% | -5.4% | +7.1% | +4.9% |
| 30D | -9.7% | +1.6% | -11.3% | -10.9% |
| 3M | +29.2% | +17.7% | +11.5% | +15.6% |
| 6M | +13.9% | +29.1% | -15.2% | -5.4% |
| YTD | -8.1% | +1.0% | -9.1% | -11.3% |
| 1Y | -21.4% | -21.6% | +0.2% | -12.4% |
| 3Y | -11.8% | -30.1% | +18.3% | +4.3% |
| 5Y | -81.1% | -20.7% | -60.4% | -79.6% |
| 10Y | +36.9% | +78.3% | -41.4% | -8.7% |
| All | +36.9% | +77.6% | -40.6% | -8.7% |
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