+53.9%
PYPL vs FTV
+90.8%
-36.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.5% |
| 7D | +2.7% | -4.5% | +7.2% | +5.5% |
| 30D | -4.9% | -7.1% | +2.2% | -0.8% |
| 3M | +28.9% | -7.2% | +36.0% | +33.9% |
| 6M | +18.2% | -1.5% | +19.7% | +18.2% |
| YTD | -5.0% | +3.5% | -8.5% | -9.0% |
| 1Y | -18.8% | +20.3% | -39.2% | -29.4% |
| 3Y | -12.6% | -3.1% | -9.5% | -14.0% |
| 5Y | -80.8% | +2.3% | -83.1% | -82.0% |
| 10Y | +49.9% | +76.3% | -26.4% | +4.2% |
| All | +53.9% | +90.8% | -36.9% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling