+51.4%
PYPL vs FITB
+286.9%
-235.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | -4.9% | -4.7% | -0.2% | -3.2% |
| 3M | +28.9% | +6.7% | +22.2% | +25.8% |
| 6M | +18.2% | +12.6% | +5.7% | +12.7% |
| YTD | -5.0% | +19.1% | -24.1% | -12.1% |
| 1Y | -18.8% | +22.6% | -41.5% | -25.8% |
| 3Y | -12.6% | +127.1% | -139.7% | -36.6% |
| 5Y | -80.8% | +71.8% | -152.6% | -84.8% |
| 10Y | +49.9% | +287.2% | -237.3% | -22.9% |
| All | +51.4% | +286.9% | -235.6% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling