+44.1%
PYPL vs FIX
+5,885.7%
-5,841.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.5% |
| 7D | +2.7% | +6.0% | -3.4% | +1.3% |
| 30D | -4.9% | -7.2% | +2.4% | -3.5% |
| 3M | +28.9% | -15.9% | +44.7% | +32.0% |
| 6M | +18.2% | +12.7% | +5.5% | +11.5% |
| YTD | -5.0% | +72.8% | -77.8% | -20.4% |
| 1Y | -18.8% | +122.9% | -141.7% | -37.3% |
| 3Y | -12.6% | +774.3% | -786.9% | -57.4% |
| 5Y | -80.8% | +2,049.5% | -2,130.3% | -92.9% |
| All | +44.1% | +5,885.7% | -5,841.6% | -57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling