+46.9%
PYPL vs FE
+110.9%
-63.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | +5.9% | +4.3% | +1.5% | +4.3% |
| 3M | -0.2% | +0.4% | -0.6% | -0.3% |
| 6M | +30.3% | +6.9% | +23.4% | +27.2% |
| YTD | +1.6% | +8.0% | -6.4% | -1.3% |
| 1Y | -10.3% | +4.8% | -15.1% | -12.0% |
| 3Y | +8.5% | +49.0% | -40.4% | -7.2% |
| 5Y | -71.0% | +46.2% | -117.2% | -75.2% |
| 10Y | +46.9% | +120.9% | -73.9% | +22.0% |
| All | +46.9% | +110.9% | -63.9% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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