+61.9%
PYPL vs FTI
+144.3%
-82.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +1.0% | -3.3% | +4.3% | +1.5% |
| 30D | +5.9% | -7.2% | +13.1% | +7.0% |
| 3M | -0.2% | -12.9% | +12.6% | +1.9% |
| 6M | +30.3% | -7.9% | +38.2% | +31.1% |
| YTD | +1.6% | +45.2% | -43.6% | -6.2% |
| 1Y | -10.3% | +48.1% | -58.3% | -17.6% |
| 3Y | +8.5% | +205.0% | -196.5% | -13.8% |
| 5Y | -71.0% | +838.8% | -909.8% | -81.6% |
| 10Y | +46.9% | +174.8% | -127.9% | +4.0% |
| All | +61.9% | +144.3% | -82.4% | +17.1% |
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