+51.9%
PYPL vs FTV
+109.0%
-57.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -1.1% | +3.7% | -4.8% | -3.3% |
| 30D | +3.8% | +16.8% | -13.0% | -5.5% |
| 3M | -1.3% | +10.4% | -11.7% | -7.2% |
| 6M | +29.0% | +12.8% | +16.2% | +19.0% |
| YTD | +0.7% | +23.3% | -22.6% | -13.2% |
| 1Y | -12.3% | +31.0% | -43.3% | -27.3% |
| 3Y | +7.6% | +38.6% | -30.9% | -15.0% |
| 5Y | -71.7% | +17.6% | -89.3% | -75.8% |
| All | +51.9% | +109.0% | -57.1% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling