+54.4%
PYPL vs FLR
+7.4%
+47.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +0.1% | +5.4% | -5.3% | -0.7% |
| 30D | +5.7% | +2.8% | +2.8% | +5.1% |
| 3M | -1.9% | -6.4% | +4.5% | -1.2% |
| 6M | +31.8% | +8.8% | +23.0% | +28.7% |
| YTD | +2.4% | +23.6% | -21.2% | -2.6% |
| 1Y | -8.2% | +13.8% | -22.0% | -11.7% |
| 3Y | +10.2% | +36.5% | -26.3% | +0.9% |
| 5Y | -71.2% | +119.3% | -190.6% | -75.5% |
| All | +54.4% | +7.4% | +47.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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