+8.4%
PYPL vs FIVE
+40.2%
-31.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -1.1% | +2.4% | -3.6% | -1.5% |
| 30D | +3.8% | +15.8% | -12.1% | +1.5% |
| 3M | -1.3% | +3.8% | -5.1% | -2.1% |
| 6M | +29.0% | +18.5% | +10.5% | +24.8% |
| YTD | +0.7% | +31.2% | -30.5% | -4.5% |
| 1Y | -12.3% | +61.8% | -74.1% | -19.7% |
| All | +8.4% | +40.2% | -31.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling