-81.6%
PYPL vs FITB
+70.3%
-151.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -4.3% | -0.4% | -4.0% | -4.1% |
| 30D | -11.5% | -5.1% | -6.3% | -9.0% |
| 3M | +26.1% | +3.5% | +22.6% | +23.8% |
| 6M | +13.7% | +17.2% | -3.5% | +4.0% |
| YTD | -9.8% | +17.6% | -27.5% | -19.0% |
| 1Y | -22.1% | +23.4% | -45.4% | -32.0% |
| 3Y | -13.5% | +129.7% | -143.2% | -47.4% |
| 5Y | -81.6% | +68.4% | -150.0% | -86.4% |
| All | -81.6% | +70.3% | -151.9% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling