-19.0%
PYPL vs FIVE
+66.7%
-85.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.1% | -8.4% | -4.0% |
| 7D | +2.4% | +4.3% | -1.8% | +1.8% |
| 30D | -5.1% | +12.5% | -17.6% | -6.9% |
| 3M | +28.6% | +31.2% | -2.7% | +22.9% |
| 6M | +17.9% | +14.4% | +3.6% | +14.7% |
| YTD | -5.3% | +33.9% | -39.2% | -11.6% |
| 1Y | -19.0% | +65.1% | -84.1% | -27.7% |
| All | -19.0% | +66.7% | -85.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling