+62.4%
PYPL vs FN
+1,506.2%
-1,443.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.2% | +12.2% | +1.0% |
| 7D | +3.5% | -16.0% | +19.5% | +6.7% |
| 30D | +8.0% | -40.1% | +48.1% | +19.2% |
| 3M | +2.0% | -43.9% | +45.9% | +12.9% |
| 6M | +27.6% | -55.6% | +83.2% | +45.2% |
| YTD | +1.9% | -35.7% | +37.5% | +3.0% |
| 1Y | -12.4% | -39.8% | +27.4% | -10.7% |
| 3Y | +6.3% | +80.3% | -74.0% | -26.4% |
| 5Y | -73.6% | +143.3% | -216.9% | -84.0% |
| 10Y | +45.8% | +682.3% | -636.5% | -35.1% |
| All | +62.4% | +1,506.2% | -1,443.8% | -37.9% |
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