+62.4%
PYPL vs FIX
+4,444.5%
-4,382.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.6% | +9.5% | +0.3% |
| 7D | +3.5% | -27.2% | +30.8% | +9.8% |
| 30D | +8.0% | -46.9% | +54.9% | +22.0% |
| 3M | +2.0% | -44.4% | +46.4% | +13.7% |
| 6M | +27.6% | -50.9% | +78.5% | +44.0% |
| YTD | +1.9% | +3.5% | -1.7% | -6.2% |
| 1Y | -12.4% | -2.1% | -10.3% | -18.5% |
| 3Y | +6.3% | +418.7% | -412.5% | -42.1% |
| 5Y | -73.6% | +894.6% | -968.1% | -88.4% |
| 10Y | +45.8% | +3,465.5% | -3,419.7% | -55.4% |
| All | +62.4% | +4,444.5% | -4,382.1% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling