+51.4%
PYPL vs FDX
+178.0%
-126.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | +28.9% | -1.3% | +30.2% | +29.0% |
| 6M | +18.2% | +5.0% | +13.2% | +14.3% |
| YTD | -5.0% | +39.6% | -44.7% | -19.8% |
| 1Y | -18.8% | +81.1% | -100.0% | -39.0% |
| 3Y | -12.6% | +63.0% | -75.6% | -33.6% |
| 5Y | -80.8% | +65.6% | -146.4% | -86.0% |
| 10Y | +49.9% | +183.4% | -133.4% | -22.6% |
| All | +51.4% | +178.0% | -126.6% | -17.7% |
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 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