+65.9%
PYPL vs FTV
+127.6%
-61.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +0.1% | +3.9% | -3.8% | -2.2% |
| 30D | +5.7% | +18.7% | -13.0% | -4.5% |
| 3M | -1.9% | +10.0% | -11.9% | -7.5% |
| 6M | +31.8% | +14.6% | +17.3% | +20.6% |
| YTD | +2.4% | +23.4% | -21.0% | -11.6% |
| 1Y | -8.2% | +31.3% | -39.5% | -23.9% |
| 3Y | +10.2% | +39.8% | -29.6% | -13.0% |
| 5Y | -71.2% | +17.7% | -88.9% | -75.3% |
| 10Y | +49.6% | +110.2% | -60.7% | -7.0% |
| All | +65.9% | +127.6% | -61.6% | -0.6% |
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