-81.0%
PYPL vs FN
+289.0%
-370.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -3.6% |
| 7D | +2.7% | -1.7% | +4.4% | +3.0% |
| 30D | -4.9% | -22.0% | +17.1% | -1.0% |
| 3M | +28.9% | -43.0% | +71.9% | +41.4% |
| 6M | +18.2% | -27.7% | +46.0% | +20.0% |
| YTD | -5.0% | -10.5% | +5.5% | -9.2% |
| 1Y | -18.8% | +12.5% | -31.3% | -27.7% |
| 3Y | -12.6% | +153.8% | -166.4% | -44.3% |
| All | -81.0% | +289.0% | -370.1% | -90.7% |
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 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