-73.9%
PYPL vs FN
+170.4%
-244.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.2% | -1.6% |
| 7D | +3.9% | 0.0% | +4.0% | +3.2% |
| 30D | +7.8% | -34.3% | +42.1% | +15.3% |
| 3M | -0.7% | -39.9% | +39.2% | +7.0% |
| 6M | +28.8% | -51.8% | +80.6% | +42.2% |
| YTD | +2.4% | -28.1% | +30.5% | +0.3% |
| 1Y | -9.6% | -29.1% | +19.5% | -11.9% |
| 3Y | +9.7% | +102.4% | -92.8% | -29.2% |
| All | -73.9% | +170.4% | -244.2% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling