+54.4%
PYPL vs FN
+700.1%
-645.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.3% | +9.0% | +3.3% |
| 7D | +0.1% | +0.3% | -0.2% | -0.3% |
| 30D | +5.7% | -16.5% | +22.2% | +8.3% |
| 3M | -1.9% | -42.1% | +40.2% | +7.8% |
| 6M | +31.8% | -52.9% | +84.7% | +48.5% |
| YTD | +2.4% | -28.0% | +30.4% | +0.4% |
| 1Y | -8.2% | -18.5% | +10.3% | -13.7% |
| 3Y | +10.2% | +93.9% | -83.7% | -26.4% |
| 5Y | -71.2% | +170.5% | -241.7% | -83.5% |
| All | +54.4% | +700.1% | -645.7% | -34.3% |
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