+1,164.6%
AAPL vs PYPL
+55.1%
+1,109.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.6% |
| 7D | +3.2% | -1.1% | +4.3% | +3.6% |
| 30D | +4.1% | +3.8% | +0.3% | +2.6% |
| 3M | +17.5% | -1.3% | +18.8% | +17.1% |
| 6M | +20.6% | +29.0% | -8.5% | +7.9% |
| YTD | +31.0% | +0.7% | +30.2% | +26.3% |
| 1Y | +30.2% | -12.3% | +42.5% | +32.5% |
| 3Y | +92.9% | +7.6% | +85.2% | +71.2% |
| 5Y | +142.4% | -71.7% | +214.1% | +257.4% |
| 10Y | +1,324.9% | +47.1% | +1,277.9% | +879.2% |
| All | +1,164.6% | +55.1% | +1,109.5% | +721.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling