-19.0%
PYPL vs FGI
+81.8%
-100.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.5% | -10.8% | -3.4% |
| 7D | +2.4% | +0.5% | +1.9% | +2.4% |
| 30D | -5.1% | +65.4% | -70.5% | -6.7% |
| 3M | +28.6% | +23.5% | +5.1% | +26.8% |
| 6M | +17.9% | +60.5% | -42.6% | +15.3% |
| YTD | -5.3% | +30.0% | -35.3% | -6.9% |
| 1Y | -19.0% | +82.1% | -101.1% | -20.2% |
| All | -19.0% | +81.8% | -100.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling