+39.0%
PYPL vs FTV
+80.1%
-41.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +3.6% |
| 7D | -5.9% | -5.2% | -0.7% | -3.0% |
| 30D | -9.4% | -11.5% | +2.1% | -2.7% |
| 3M | +31.3% | -9.0% | +40.3% | +38.1% |
| 6M | +19.1% | -2.0% | +21.1% | +19.3% |
| YTD | -7.9% | -0.9% | -6.9% | -9.4% |
| 1Y | -17.9% | +14.8% | -32.7% | -26.7% |
| 3Y | -11.6% | -5.5% | -6.1% | -11.8% |
| 5Y | -81.0% | -1.9% | -79.2% | -81.8% |
| All | +39.0% | +80.1% | -41.1% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling