+32.7%
PYPL vs FIX
-40.5%
+73.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +1.4% |
| 7D | -1.2% | +6.4% | -7.6% | -0.9% |
| 30D | +6.1% | -29.1% | +35.2% | +4.2% |
| 3M | +1.1% | -31.1% | +32.2% | -0.9% |
| 6M | +32.7% | -42.8% | +75.5% | +28.2% |
| All | +32.7% | -40.5% | +73.3% | +28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling