+63.2%
PYPL vs FDX
+166.6%
-103.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.6% |
| 7D | +3.9% | -1.6% | +5.6% | +4.6% |
| 30D | +7.8% | +6.6% | +1.2% | +4.9% |
| 3M | -0.7% | -2.1% | +1.4% | 0.0% |
| 6M | +28.8% | +2.2% | +26.6% | +26.8% |
| YTD | +2.4% | +33.9% | -31.6% | -12.1% |
| 1Y | -9.6% | +50.2% | -59.8% | -26.3% |
| 3Y | +9.7% | +65.5% | -55.9% | -17.4% |
| 5Y | -73.5% | +74.1% | -147.5% | -81.0% |
| 10Y | +46.5% | +156.7% | -110.2% | -21.0% |
| All | +63.2% | +166.6% | -103.4% | -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