+60.6%
PYPL vs FTI
+145.7%
-85.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -1.1% | +5.4% | -6.5% | -2.0% |
| 30D | +3.8% | -8.2% | +12.0% | +5.1% |
| 3M | -1.3% | -13.7% | +12.4% | +1.0% |
| 6M | +29.0% | -11.2% | +40.2% | +30.7% |
| YTD | +0.7% | +46.0% | -45.3% | -7.1% |
| 1Y | -12.3% | +51.8% | -64.1% | -19.7% |
| 3Y | +7.6% | +206.7% | -199.1% | -14.6% |
| 5Y | -71.7% | +862.0% | -933.7% | -82.1% |
| 10Y | +47.1% | +182.3% | -135.2% | +3.3% |
| All | +60.6% | +145.7% | -85.1% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling