+63.2%
PYPL vs FDS
+128.6%
-65.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +2.5% |
| 7D | +3.9% | -0.5% | +4.4% | +4.1% |
| 30D | +7.8% | +20.2% | -12.4% | -3.1% |
| 3M | -0.7% | +19.9% | -20.5% | -11.7% |
| 6M | +28.8% | +56.2% | -27.4% | -4.8% |
| YTD | +2.4% | +14.6% | -12.2% | -9.1% |
| 1Y | -9.6% | +31.6% | -41.2% | -26.9% |
| 3Y | +9.7% | -23.8% | +33.5% | +22.8% |
| 5Y | -73.5% | -22.6% | -50.9% | -70.9% |
| 10Y | +46.5% | +139.3% | -92.9% | -22.9% |
| All | +63.2% | +128.6% | -65.4% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling