-12.8%
PYPL vs FN
+158.4%
-171.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -3.5% |
| 7D | +2.7% | -1.7% | +4.4% | +2.9% |
| 30D | -4.9% | -22.0% | +17.1% | -2.2% |
| 3M | +28.9% | -43.0% | +71.9% | +38.2% |
| 6M | +18.2% | -27.7% | +46.0% | +19.6% |
| YTD | -5.0% | -10.5% | +5.5% | -8.3% |
| 1Y | -18.8% | +12.5% | -31.3% | -25.7% |
| All | -12.8% | +158.4% | -171.2% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling