+63.2%
PYPL vs FFIV
+161.7%
-98.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.9% | -8.1% | +12.0% | +7.6% |
| 30D | +7.8% | -33.4% | +41.2% | +26.2% |
| 3M | -0.7% | -24.7% | +24.1% | +9.3% |
| 6M | +28.8% | -8.8% | +37.6% | +27.6% |
| YTD | +2.4% | +21.8% | -19.4% | -13.0% |
| 1Y | -9.6% | +25.3% | -34.9% | -24.4% |
| 3Y | +9.7% | +101.2% | -91.5% | -29.5% |
| 5Y | -73.5% | +40.2% | -113.7% | -80.1% |
| 10Y | +46.5% | +129.0% | -82.6% | -14.5% |
| All | +63.2% | +161.7% | -98.6% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling