-81.0%
PYPL vs FFIV
+91.3%
-172.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | +2.7% | -1.0% | +3.6% | +3.1% |
| 30D | -4.9% | -5.1% | +0.2% | -2.6% |
| 3M | +28.9% | -4.5% | +33.3% | +30.3% |
| 6M | +18.2% | +36.5% | -18.2% | -3.0% |
| YTD | -5.0% | +53.0% | -58.0% | -27.6% |
| 1Y | -18.8% | +24.2% | -43.0% | -30.8% |
| 3Y | -12.6% | +137.2% | -149.8% | -52.1% |
| All | -81.0% | +91.3% | -172.3% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling