+1,278.0%
AAPL vs PYPL
+44.3%
+1,233.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.5% |
| 7D | +3.8% | -2.3% | +6.1% | +4.7% |
| 30D | +9.9% | -9.0% | +19.0% | +13.1% |
| 3M | +12.5% | +30.6% | -18.1% | +0.4% |
| 6M | +27.6% | +18.6% | +9.1% | +17.4% |
| YTD | +22.6% | -7.2% | +29.7% | +22.0% |
| 1Y | +45.0% | -19.3% | +64.2% | +51.5% |
| 3Y | +87.8% | -12.3% | +100.0% | +80.4% |
| 5Y | +128.7% | -80.9% | +209.6% | +310.7% |
| All | +1,278.0% | +44.3% | +1,233.7% | +897.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling