+65.4%
PYPL vs FDX
+175.9%
-110.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | -0.1% |
| 7D | +2.2% | +0.2% | +2.0% | +2.0% |
| 30D | +8.1% | +9.3% | -1.2% | +4.2% |
| 3M | +1.9% | +0.5% | +1.4% | +1.5% |
| 6M | +33.1% | +5.3% | +27.8% | +29.4% |
| YTD | +3.8% | +38.6% | -34.8% | -12.1% |
| 1Y | -8.3% | +53.5% | -61.8% | -25.9% |
| 3Y | +11.9% | +74.2% | -62.4% | -17.6% |
| 5Y | -70.4% | +75.3% | -145.7% | -78.9% |
| 10Y | +47.2% | +156.3% | -109.1% | -20.4% |
| All | +65.4% | +175.9% | -110.5% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling