-81.6%
PYPL vs FLR
+245.1%
-326.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.2% |
| 7D | -4.3% | -3.1% | -1.2% | -3.6% |
| 30D | -11.5% | +4.9% | -16.4% | -12.5% |
| 3M | +26.1% | +10.8% | +15.3% | +21.6% |
| 6M | +13.7% | +19.7% | -6.0% | +6.3% |
| YTD | -9.8% | +38.4% | -48.2% | -19.1% |
| 1Y | -22.1% | +34.7% | -56.7% | -29.9% |
| 3Y | -13.5% | +56.7% | -70.2% | -30.3% |
| 5Y | -81.6% | +241.6% | -323.2% | -88.5% |
| All | -81.6% | +245.1% | -326.7% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling