+14.3%
PYPL vs FND
+54.9%
-40.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | -5.9% | -5.1% | -0.9% | -4.4% |
| 30D | -9.4% | -22.5% | +13.1% | -1.8% |
| 3M | +31.3% | -5.0% | +36.3% | +31.8% |
| 6M | +19.1% | -21.5% | +40.6% | +26.1% |
| YTD | -7.9% | -23.0% | +15.1% | -2.9% |
| 1Y | -17.9% | -44.9% | +27.0% | -3.6% |
| 3Y | -11.6% | -50.0% | +38.4% | +2.3% |
| 5Y | -81.0% | -63.3% | -17.7% | -76.9% |
| All | +14.3% | +54.9% | -40.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FND 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling