-9.9%
PYPL vs FFIV
+140.3%
-150.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +2.7% | -1.0% | +3.6% | +2.9% |
| 30D | -4.9% | -5.1% | +0.2% | -3.2% |
| 3M | +28.9% | -4.5% | +33.3% | +29.9% |
| 6M | +18.2% | +36.5% | -18.2% | +1.6% |
| YTD | -5.0% | +53.0% | -58.0% | -22.8% |
| 1Y | -18.8% | +24.2% | -43.0% | -27.9% |
| All | -9.9% | +140.3% | -150.1% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling