+36.9%
PYPL vs FDX
+178.0%
-141.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.2% |
| 7D | +1.7% | -3.3% | +5.0% | +3.1% |
| 30D | -9.7% | -1.4% | -8.4% | -9.3% |
| 3M | +29.2% | -4.5% | +33.7% | +31.2% |
| 6M | +13.9% | +9.4% | +4.5% | +8.3% |
| YTD | -8.1% | +36.0% | -44.1% | -21.4% |
| 1Y | -21.4% | +75.5% | -96.9% | -40.0% |
| 3Y | -11.8% | +62.8% | -74.6% | -32.9% |
| 5Y | -81.1% | +64.4% | -145.5% | -86.2% |
| 10Y | +36.9% | +175.5% | -138.5% | -23.0% |
| All | +36.9% | +178.0% | -141.0% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling