-81.6%
PYPL vs FISV
-58.4%
-23.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | 0.0% |
| 7D | -4.3% | -6.4% | +2.1% | -1.5% |
| 30D | -11.5% | -6.8% | -4.6% | -9.0% |
| 3M | +26.1% | -10.0% | +36.1% | +30.9% |
| 6M | +13.7% | -20.6% | +34.3% | +24.6% |
| YTD | -9.8% | -27.6% | +17.7% | +3.0% |
| 1Y | -22.1% | -64.3% | +42.3% | +13.8% |
| 3Y | -13.5% | -60.0% | +46.5% | -1.4% |
| 5Y | -81.6% | -57.7% | -23.9% | -81.8% |
| All | -81.6% | -58.4% | -23.2% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling