-32.8%
AAL vs PYPL
-80.9%
+48.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.3% | +2.4% |
| 7D | -3.7% | +2.7% | -6.4% | -4.8% |
| 30D | -20.8% | -4.9% | -15.9% | -19.8% |
| 3M | -1.3% | +28.9% | -30.2% | -12.5% |
| 6M | +5.4% | +18.2% | -12.9% | -3.8% |
| YTD | -14.4% | -5.0% | -9.3% | -15.6% |
| 1Y | +2.1% | -18.8% | +20.9% | +7.3% |
| 3Y | -10.6% | -12.6% | +2.0% | -11.2% |
| All | -32.8% | -80.9% | +48.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 5y: compounded portfolio wealth divided by compounded PYPL 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…
5y analysis · Full analysis span regression · 6 months rolling