+45.1%
PYPL vs FFIV
+126.1%
-81.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.9% | -8.1% | +12.0% | +7.8% |
| 30D | +7.8% | -33.4% | +41.2% | +27.1% |
| 3M | -0.7% | -24.7% | +24.1% | +9.7% |
| 6M | +28.8% | -8.8% | +37.6% | +27.2% |
| YTD | +2.4% | +21.8% | -19.4% | -14.1% |
| 1Y | -9.6% | +25.3% | -34.9% | -25.4% |
| 3Y | +9.7% | +101.2% | -91.5% | -32.1% |
| 5Y | -73.5% | +40.2% | -113.7% | -80.6% |
| All | +45.1% | +126.1% | -81.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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