+51.4%
PYPL vs FE
+125.9%
-74.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.8% |
| 7D | +2.7% | +1.9% | +0.7% | +2.0% |
| 30D | -4.9% | -1.2% | -3.7% | -4.5% |
| 3M | +28.9% | +3.5% | +25.4% | +27.4% |
| 6M | +18.2% | -6.1% | +24.3% | +20.5% |
| YTD | -5.0% | +7.6% | -12.6% | -7.6% |
| 1Y | -18.8% | +11.9% | -30.7% | -22.2% |
| 3Y | -12.6% | +48.4% | -61.0% | -24.8% |
| 5Y | -80.8% | +44.8% | -125.6% | -83.5% |
| 10Y | +49.9% | +115.9% | -66.0% | +17.1% |
| All | +51.4% | +125.9% | -74.5% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling