+47.2%
PYPL vs FIX
+4,032.2%
-3,985.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.0% | -0.6% |
| 7D | +2.2% | -7.2% | +9.4% | +3.0% |
| 30D | +8.1% | -35.1% | +43.3% | +17.2% |
| 3M | +1.9% | -34.3% | +36.2% | +9.7% |
| 6M | +33.1% | -42.9% | +76.0% | +45.7% |
| YTD | +3.8% | +19.5% | -15.7% | -7.8% |
| 1Y | -8.3% | +16.8% | -25.1% | -18.4% |
| 3Y | +11.9% | +506.7% | -494.8% | -43.0% |
| 5Y | -70.4% | +1,046.7% | -1,117.1% | -87.9% |
| 10Y | +47.2% | +3,800.0% | -3,752.8% | -57.5% |
| All | +47.2% | +4,032.2% | -3,985.0% | -57.5% |
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