-81.6%
PYPL vs FOXA
+87.1%
-168.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.0% |
| 7D | -4.3% | -5.4% | +1.1% | -2.1% |
| 30D | -11.5% | +1.1% | -12.6% | -12.1% |
| 3M | +26.1% | -6.1% | +32.3% | +27.6% |
| 6M | +13.7% | +8.2% | +5.4% | +6.9% |
| YTD | -9.8% | -11.8% | +1.9% | -6.1% |
| 1Y | -22.1% | +9.9% | -32.0% | -27.6% |
| 3Y | -13.5% | +110.7% | -124.2% | -43.6% |
| 5Y | -81.6% | +86.9% | -168.5% | -87.2% |
| All | -81.6% | +87.1% | -168.7% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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