+45.1%
PYPL vs FIX
+3,608.1%
-3,563.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -5.0% | -0.7% |
| 7D | +3.9% | -17.5% | +21.4% | +7.4% |
| 30D | +7.8% | -41.6% | +49.4% | +19.5% |
| 3M | -0.7% | -40.6% | +39.9% | +9.2% |
| 6M | +28.8% | -49.4% | +78.1% | +44.7% |
| YTD | +2.4% | +9.2% | -6.8% | -7.2% |
| 1Y | -9.6% | +6.5% | -16.1% | -17.8% |
| 3Y | +9.7% | +448.7% | -439.1% | -42.7% |
| 5Y | -73.5% | +948.7% | -1,022.2% | -88.9% |
| All | +45.1% | +3,608.1% | -3,563.0% | -56.5% |
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