-64.9%
PYPL vs FGI
-70.4%
+5.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.5% | -10.6% | -3.2% |
| 7D | +2.7% | +0.5% | +2.1% | +2.6% |
| 30D | -4.9% | +65.4% | -70.3% | -7.4% |
| 3M | +28.9% | +23.5% | +5.4% | +26.1% |
| 6M | +18.2% | +60.5% | -42.3% | +13.3% |
| YTD | -5.0% | +30.0% | -35.0% | -8.4% |
| 1Y | -18.8% | +82.1% | -100.9% | -24.0% |
| 3Y | -12.6% | -4.4% | -8.2% | -17.7% |
| All | -64.9% | -70.4% | +5.5% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling