-12.3%
PYPL vs FIS
-55.3%
+43.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | +0.1% |
| 7D | -1.1% | -3.5% | +2.4% | -0.1% |
| 30D | +3.8% | -19.4% | +23.2% | +6.6% |
| 3M | -1.3% | -31.6% | +30.3% | +11.3% |
| 6M | +29.0% | -32.5% | +61.6% | +45.7% |
| YTD | +0.7% | -56.0% | +56.7% | +72.0% |
| 1Y | -12.3% | -55.5% | +43.3% | +48.2% |
| All | -12.3% | -55.3% | +43.0% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling