+45.1%
PYPL vs FIVE
+563.4%
-518.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | +7.8% | +17.7% | -9.8% | +2.8% |
| 3M | -0.7% | +4.0% | -4.6% | -2.4% |
| 6M | +28.8% | +2.6% | +26.2% | +25.9% |
| YTD | +2.4% | +27.6% | -25.2% | -6.6% |
| 1Y | -9.6% | +59.9% | -69.5% | -23.0% |
| 3Y | +9.7% | +35.8% | -26.1% | -8.8% |
| 5Y | -73.5% | +14.4% | -87.9% | -77.6% |
| All | +45.1% | +563.4% | -518.3% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling