+54.4%
PYPL vs FTI
+189.4%
-134.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | +0.1% | +4.3% | -4.2% | -0.6% |
| 30D | +5.7% | -4.7% | +10.3% | +6.3% |
| 3M | -1.9% | -13.5% | +11.6% | +0.1% |
| 6M | +31.8% | -8.7% | +40.5% | +32.8% |
| YTD | +2.4% | +49.0% | -46.6% | -5.3% |
| 1Y | -8.2% | +54.0% | -62.3% | -15.7% |
| 3Y | +10.2% | +211.6% | -201.4% | -11.2% |
| 5Y | -71.2% | +881.9% | -953.1% | -81.1% |
| All | +54.4% | +189.4% | -134.9% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling