+51.9%
PYPL vs FITB
+208.7%
-156.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -1.1% | +0.8% | -2.0% | -1.4% |
| 30D | +3.8% | +7.3% | -3.5% | +1.1% |
| 3M | -1.3% | -6.3% | +5.0% | +1.1% |
| 6M | +29.0% | +12.6% | +16.5% | +23.3% |
| YTD | +0.7% | +18.0% | -17.2% | -6.4% |
| 1Y | -12.3% | +28.9% | -41.2% | -21.3% |
| 3Y | +7.6% | +139.4% | -131.8% | -23.0% |
| 5Y | -71.7% | +47.2% | -118.9% | -76.5% |
| All | +51.9% | +208.7% | -156.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling