+51.4%
PYPL vs FDS
+110.5%
-59.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -1.0% |
| 7D | +2.7% | -1.9% | +4.6% | +3.8% |
| 30D | -4.9% | +9.0% | -13.9% | -9.9% |
| 3M | +28.9% | +18.9% | +10.0% | +14.5% |
| 6M | +18.2% | +35.1% | -16.9% | -4.6% |
| YTD | -5.0% | +5.5% | -10.5% | -10.8% |
| 1Y | -18.8% | -16.8% | -2.0% | -12.7% |
| 3Y | -12.6% | -28.1% | +15.5% | +1.9% |
| 5Y | -80.8% | -17.4% | -63.4% | -79.7% |
| 10Y | +49.9% | +85.4% | -35.5% | -6.9% |
| All | +51.4% | +110.5% | -59.1% | -17.8% |
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