-16.6%
PYPL vs FRMI
-79.6%
+63.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.3% | -8.4% | -3.1% |
| 7D | +2.7% | +2.4% | +0.3% | +2.6% |
| 30D | -4.9% | -17.3% | +12.4% | -4.9% |
| 3M | +28.9% | -17.2% | +46.0% | +28.4% |
| 6M | +18.2% | -43.4% | +61.6% | +18.4% |
| YTD | -5.0% | -36.0% | +31.0% | -5.2% |
| All | -16.6% | -79.6% | +63.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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