+11.9%
PYPL vs FITB
+136.2%
-124.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.2% |
| 7D | +2.2% | -1.1% | +3.3% | +2.7% |
| 30D | +8.1% | +7.3% | +0.8% | +4.7% |
| 3M | +1.9% | -4.0% | +5.9% | +3.7% |
| 6M | +33.1% | +11.9% | +21.2% | +26.1% |
| YTD | +3.8% | +19.0% | -15.2% | -6.9% |
| 1Y | -8.3% | +31.0% | -39.3% | -22.4% |
| 3Y | +11.9% | +143.8% | -131.9% | -33.4% |
| All | +11.9% | +136.2% | -124.3% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling