+51.4%
PYPL vs FISV
+27.2%
+24.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.3% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | -4.9% | -2.1% | -2.8% | -4.2% |
| 3M | +28.9% | -5.7% | +34.6% | +31.5% |
| 6M | +18.2% | -15.3% | +33.6% | +27.7% |
| YTD | -5.0% | -21.1% | +16.1% | +6.8% |
| 1Y | -18.8% | -61.1% | +42.3% | +23.3% |
| 3Y | -12.6% | -56.8% | +44.3% | +12.2% |
| 5Y | -80.8% | -54.2% | -26.6% | -76.8% |
| 10Y | +49.9% | +1.6% | +48.3% | -5.0% |
| All | +51.4% | +27.2% | +24.2% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling