-7.9%
PYPL vs FIX
+14.3%
-22.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -15.1% | +18.5% | +2.6% |
| 7D | +6.5% | -18.9% | +25.4% | +5.5% |
| 30D | +10.6% | -36.3% | +46.9% | +8.9% |
| 3M | +3.1% | -38.5% | +41.6% | +1.2% |
| 6M | +20.2% | -42.3% | +62.4% | +17.8% |
| YTD | +4.0% | +17.1% | -13.1% | -3.8% |
| 1Y | -7.9% | +14.4% | -22.3% | -14.9% |
| All | -7.9% | +14.3% | -22.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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