-19.0%
PYPL vs FDX
+80.8%
-99.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | +2.4% | -2.5% | +4.9% | +2.5% |
| 30D | -5.1% | +3.8% | -8.9% | -5.2% |
| 3M | +28.6% | -1.3% | +29.9% | +28.5% |
| 6M | +17.9% | +5.0% | +12.9% | +17.7% |
| YTD | -5.3% | +39.6% | -44.9% | -12.2% |
| 1Y | -19.0% | +81.1% | -100.2% | -32.9% |
| All | -19.0% | +80.8% | -99.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling