-11.8%
PYPL vs FTV
-3.2%
-8.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -2.8% |
| 7D | +1.7% | -0.4% | +2.1% | +2.0% |
| 30D | -9.7% | -8.3% | -1.4% | -5.6% |
| 3M | +29.2% | -7.4% | +36.6% | +33.8% |
| 6M | +13.9% | -1.2% | +15.1% | +13.5% |
| YTD | -8.1% | +2.7% | -10.8% | -11.4% |
| 1Y | -21.4% | +18.4% | -39.8% | -31.5% |
| 3Y | -11.8% | -2.0% | -9.8% | -16.8% |
| All | -11.8% | -3.2% | -8.6% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling