-80.5%
PYPL vs FIS
-62.4%
-18.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.5% |
| 7D | +2.7% | +1.1% | +1.6% | +2.1% |
| 30D | -4.9% | -2.2% | -2.7% | -4.1% |
| 3M | +28.9% | +2.1% | +26.7% | +26.5% |
| 6M | +18.2% | -14.7% | +32.9% | +27.4% |
| YTD | -5.0% | -35.7% | +30.7% | +19.9% |
| 1Y | -18.8% | -37.1% | +18.2% | +3.8% |
| 3Y | -12.6% | -20.0% | +7.4% | -3.4% |
| All | -80.5% | -62.4% | -18.1% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling