+39.0%
PYPL vs FTI
+301.2%
-262.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.6% |
| 7D | -5.9% | -5.6% | -0.3% | -5.1% |
| 30D | -9.4% | +0.4% | -9.8% | -9.5% |
| 3M | +31.3% | +8.1% | +23.2% | +29.2% |
| 6M | +19.1% | +16.7% | +2.4% | +15.4% |
| YTD | -7.9% | +70.0% | -77.8% | -16.3% |
| 1Y | -17.9% | +85.4% | -103.3% | -26.7% |
| 3Y | -11.6% | +265.9% | -277.5% | -30.4% |
| 5Y | -81.0% | +1,072.7% | -1,153.8% | -87.9% |
| All | +39.0% | +301.2% | -262.2% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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