+50.1%
PYPL vs FDX
+156.7%
-106.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -1.2% | -2.1% | +0.9% | -0.4% |
| 30D | +6.1% | +10.4% | -4.3% | +1.8% |
| 3M | +1.1% | +0.5% | +0.6% | +0.7% |
| 6M | +32.7% | +6.5% | +26.3% | +28.5% |
| YTD | +2.8% | +40.2% | -37.5% | -13.3% |
| 1Y | -10.8% | +52.1% | -62.9% | -27.4% |
| 3Y | +9.8% | +72.8% | -63.0% | -18.7% |
| 5Y | -70.2% | +76.3% | -146.5% | -78.8% |
| 10Y | +50.1% | +155.7% | -105.7% | -14.7% |
| All | +50.1% | +156.7% | -106.7% | -14.7% |
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