+51.4%
PYPL vs FIVE
+543.2%
-491.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -4.5% |
| 7D | +2.7% | +4.3% | -1.6% | +1.3% |
| 30D | -4.9% | +12.5% | -17.4% | -8.3% |
| 3M | +28.9% | +31.2% | -2.4% | +18.7% |
| 6M | +18.2% | +14.4% | +3.9% | +12.0% |
| YTD | -5.0% | +33.9% | -38.9% | -14.1% |
| 1Y | -18.8% | +65.1% | -83.9% | -31.3% |
| 3Y | -12.6% | +49.0% | -61.5% | -29.1% |
| 5Y | -80.8% | +30.3% | -111.1% | -84.3% |
| 10Y | +49.9% | +481.1% | -431.2% | -17.2% |
| All | +51.4% | +543.2% | -491.8% | -21.0% |
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