-12.3%
PYPL vs FTI
+50.7%
-63.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.1% |
| 7D | -1.1% | +5.4% | -6.5% | -0.6% |
| 30D | +3.8% | -8.2% | +12.0% | +3.0% |
| 3M | -1.3% | -13.7% | +12.4% | -2.5% |
| 6M | +29.0% | -11.2% | +40.2% | +28.3% |
| YTD | +0.7% | +46.0% | -45.3% | -0.8% |
| 1Y | -12.3% | +51.8% | -64.1% | -14.0% |
| All | -12.3% | +50.7% | -63.0% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling