-20.1%
PYPL vs FIGR
+6.3%
-26.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -3.8% |
| 7D | +1.7% | +13.5% | -11.8% | +0.6% |
| 30D | -9.7% | +33.7% | -43.4% | -12.1% |
| 3M | +29.2% | +37.3% | -8.1% | +25.0% |
| 6M | +13.9% | +25.5% | -11.7% | +10.0% |
| YTD | -8.1% | -6.3% | -1.8% | -8.5% |
| All | -20.1% | +6.3% | -26.4% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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