+63.8%
PYPL vs FITB
+286.8%
-223.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | +6.1% | +7.0% | -0.9% | +3.5% |
| 3M | +1.1% | -4.8% | +5.8% | +2.9% |
| 6M | +32.7% | +13.5% | +19.2% | +26.4% |
| YTD | +2.8% | +19.1% | -16.3% | -4.9% |
| 1Y | -10.8% | +30.8% | -41.5% | -20.4% |
| 3Y | +9.8% | +141.6% | -131.8% | -21.9% |
| 5Y | -70.2% | +48.3% | -118.5% | -75.3% |
| 10Y | +50.1% | +215.9% | -165.9% | -15.5% |
| All | +63.8% | +286.8% | -223.0% | -12.0% |
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