-81.6%
PYPL vs FTI
+1,177.2%
-1,258.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -4.3% | -2.3% | -2.0% | -3.9% |
| 30D | -11.5% | +5.0% | -16.5% | -12.3% |
| 3M | +26.1% | +13.8% | +12.3% | +22.3% |
| 6M | +13.7% | +22.9% | -9.2% | +8.0% |
| YTD | -9.8% | +75.0% | -84.8% | -20.9% |
| 1Y | -22.1% | +96.9% | -118.9% | -33.7% |
| 3Y | -13.5% | +276.7% | -290.2% | -37.5% |
| 5Y | -81.6% | +1,157.0% | -1,238.6% | -90.2% |
| All | -81.6% | +1,177.2% | -1,258.8% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling