+54.4%
PYPL vs FIS
-53.2%
+107.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | -0.6% |
| 7D | +0.1% | +2.8% | -2.8% | -1.7% |
| 30D | +5.7% | -16.7% | +22.4% | +12.3% |
| 3M | -1.9% | -32.3% | +30.4% | +17.5% |
| 6M | +31.8% | -29.1% | +60.9% | +52.5% |
| YTD | +2.4% | -54.1% | +56.6% | +54.6% |
| 1Y | -8.2% | -53.7% | +45.5% | +37.8% |
| 3Y | +10.2% | -38.8% | +49.1% | +36.2% |
| 5Y | -71.2% | -71.1% | -0.1% | -44.6% |
| All | +54.4% | -53.2% | +107.6% | +100.0% |
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