+51.4%
PYPL vs FN
+2,133.6%
-2,082.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -3.7% |
| 7D | +2.7% | -1.7% | +4.4% | +3.0% |
| 30D | -4.9% | -22.0% | +17.1% | -0.3% |
| 3M | +28.9% | -43.0% | +71.9% | +43.0% |
| 6M | +18.2% | -27.7% | +46.0% | +20.5% |
| YTD | -5.0% | -10.5% | +5.5% | -9.1% |
| 1Y | -18.8% | +12.5% | -31.3% | -27.8% |
| 3Y | -12.6% | +153.8% | -166.4% | -43.0% |
| 5Y | -80.8% | +288.0% | -368.8% | -89.4% |
| 10Y | +49.9% | +906.4% | -856.5% | -35.9% |
| All | +51.4% | +2,133.6% | -2,082.2% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling