+50.1%
PYPL vs FN
+850.1%
-800.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.9% | -4.7% | -0.1% |
| 7D | -1.2% | +8.0% | -9.2% | -3.3% |
| 30D | +6.1% | -19.1% | +25.3% | +9.6% |
| 3M | +1.1% | -29.8% | +30.9% | +6.4% |
| 6M | +32.7% | -43.2% | +75.9% | +43.2% |
| YTD | +2.8% | -18.9% | +21.7% | -1.7% |
| 1Y | -10.8% | -17.9% | +7.1% | -15.6% |
| 3Y | +9.8% | +120.1% | -110.3% | -28.6% |
| 5Y | -70.2% | +206.7% | -276.9% | -83.4% |
| 10Y | +50.1% | +804.7% | -754.6% | -38.0% |
| All | +50.1% | +850.1% | -800.0% | -38.0% |
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