+38.8%
PYPL vs FIS
-41.9%
+80.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | +0.2% |
| 7D | -4.3% | -9.1% | +4.7% | +1.2% |
| 30D | -11.5% | -10.4% | -1.0% | -5.9% |
| 3M | +26.1% | -3.7% | +29.8% | +27.9% |
| 6M | +13.7% | -24.8% | +38.4% | +33.0% |
| YTD | -9.8% | -41.6% | +31.7% | +23.5% |
| 1Y | -22.1% | -42.7% | +20.7% | +8.1% |
| 3Y | -13.5% | -26.2% | +12.7% | +0.4% |
| 5Y | -81.6% | -66.1% | -15.5% | -66.3% |
| 10Y | +38.8% | -40.9% | +79.6% | +74.2% |
| All | +38.8% | -41.9% | +80.7% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling