-8.3%
PYPL vs FIX
+14.0%
-22.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.0% | +1.8% |
| 7D | +2.2% | -7.2% | +9.4% | +1.7% |
| 30D | +8.1% | -35.1% | +43.3% | +6.2% |
| 3M | +1.9% | -34.3% | +36.2% | +0.1% |
| 6M | +33.1% | -42.9% | +76.0% | +30.2% |
| YTD | +3.8% | +19.5% | -15.7% | -2.6% |
| All | -8.3% | +14.0% | -22.4% | -13.7% |
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