+49.5%
PYPL vs FN
+900.0%
-850.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -3.8% |
| 7D | +2.7% | -1.7% | +4.4% | +3.0% |
| 30D | -4.9% | -22.0% | +17.1% | -0.3% |
| 3M | +28.9% | -43.0% | +71.9% | +43.3% |
| 6M | +18.2% | -27.7% | +46.0% | +20.5% |
| YTD | -5.0% | -10.5% | +5.5% | -9.3% |
| 1Y | -18.8% | +12.5% | -31.3% | -28.1% |
| 3Y | -12.6% | +153.8% | -166.4% | -44.1% |
| 5Y | -80.8% | +288.0% | -368.8% | -89.7% |
| All | +49.5% | +900.0% | -850.5% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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