+63.2%
PYPL vs FE
+124.3%
-61.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +3.9% | -1.0% | +4.9% | +4.3% |
| 30D | +7.8% | +4.1% | +3.7% | +6.4% |
| 3M | -0.7% | -1.0% | +0.4% | -0.3% |
| 6M | +28.8% | +4.0% | +24.8% | +27.0% |
| YTD | +2.4% | +6.8% | -4.5% | -0.1% |
| 1Y | -9.6% | +5.3% | -14.9% | -11.4% |
| 3Y | +9.7% | +44.6% | -34.9% | -4.8% |
| 5Y | -73.5% | +44.2% | -117.7% | -77.1% |
| 10Y | +46.5% | +107.3% | -60.8% | +15.8% |
| All | +63.2% | +124.3% | -61.1% | +24.9% |
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