+61.9%
PYPL vs FDS
+127.3%
-65.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +1.0% | -2.0% | +3.0% | +2.0% |
| 30D | +5.9% | +13.5% | -7.7% | -1.7% |
| 3M | -0.2% | +15.2% | -15.4% | -9.2% |
| 6M | +30.3% | +47.0% | -16.7% | 0.0% |
| YTD | +1.6% | +13.9% | -12.3% | -9.5% |
| 1Y | -10.3% | +25.2% | -35.5% | -25.1% |
| 3Y | +8.5% | -25.3% | +33.9% | +23.1% |
| 5Y | -71.0% | -23.3% | -47.7% | -68.0% |
| 10Y | +46.9% | +126.0% | -79.1% | -19.8% |
| All | +61.9% | +127.3% | -65.4% | -16.6% |
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