-71.8%
PYPL vs FOXA
+76.9%
-148.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | 0.0% |
| 7D | +0.1% | +2.7% | -2.6% | -1.0% |
| 30D | +5.7% | +10.0% | -4.3% | +1.3% |
| 3M | -1.9% | +5.0% | -6.9% | -4.4% |
| 6M | +31.8% | +3.4% | +28.4% | +27.3% |
| YTD | +2.4% | -5.5% | +7.9% | +3.4% |
| 1Y | -8.2% | +5.5% | -13.8% | -12.5% |
| 3Y | +10.2% | +139.3% | -129.1% | -33.7% |
| All | -71.8% | +76.9% | -148.7% | -80.5% |
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