+61.9%
PYPL vs FIVE
+546.5%
-484.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.0% | +7.3% | -6.4% | -1.0% |
| 30D | +5.9% | +18.1% | -12.2% | +0.9% |
| 3M | -0.2% | +7.7% | -8.0% | -2.8% |
| 6M | +30.3% | +13.6% | +16.7% | +23.9% |
| YTD | +1.6% | +34.6% | -33.0% | -8.6% |
| 1Y | -10.3% | +66.2% | -76.5% | -24.2% |
| 3Y | +8.5% | +43.5% | -35.0% | -11.0% |
| 5Y | -71.0% | +20.7% | -91.6% | -75.7% |
| 10Y | +46.9% | +541.5% | -494.5% | -20.9% |
| All | +61.9% | +546.5% | -484.6% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling