-9.4%
ABT vs PYPL
-81.6%
+72.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -4.7% | -4.3% | -0.4% | -4.2% |
| 30D | -3.1% | -11.5% | +8.3% | -1.7% |
| 3M | +16.1% | +26.1% | -10.0% | +12.2% |
| 6M | -5.3% | +13.7% | -19.0% | -7.4% |
| YTD | -14.4% | -9.8% | -4.6% | -14.1% |
| 1Y | -18.4% | -22.1% | +3.7% | -16.7% |
| 3Y | +11.2% | -13.5% | +24.7% | +9.0% |
| 5Y | -9.4% | -81.6% | +72.2% | -0.7% |
| All | -9.4% | -81.6% | +72.3% | -0.7% |
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