+10.2%
PYPL vs FISV
-47.4%
+57.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.6% |
| 7D | +0.1% | +1.4% | -1.4% | -0.4% |
| 30D | +5.7% | +38.4% | -32.8% | -4.6% |
| 3M | -1.9% | +14.9% | -16.8% | -6.4% |
| 6M | +31.8% | +21.8% | +10.0% | +22.8% |
| YTD | +2.4% | -5.0% | +7.5% | +2.7% |
| 1Y | -8.2% | -1.2% | -7.1% | -9.0% |
| 3Y | +10.2% | -47.5% | +57.7% | -2.7% |
| All | +10.2% | -47.4% | +57.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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