-81.0%
PYPL vs FDX
+65.4%
-146.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.8% |
| 7D | +2.7% | -2.5% | +5.2% | +3.7% |
| 30D | -4.9% | +3.8% | -8.7% | -6.3% |
| 3M | +28.9% | -1.3% | +30.2% | +29.0% |
| 6M | +18.2% | +5.0% | +13.2% | +14.6% |
| YTD | -5.0% | +39.6% | -44.7% | -19.4% |
| 1Y | -18.8% | +81.1% | -100.0% | -38.8% |
| 3Y | -12.6% | +63.0% | -75.6% | -33.9% |
| All | -81.0% | +65.4% | -146.5% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling