-5.1%
ABT vs PYPL
-71.1%
+65.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -5.4% | -1.2% | -4.2% | -5.2% |
| 30D | +8.0% | +6.1% | +1.9% | +7.1% |
| 3M | +0.2% | +1.1% | -0.8% | -0.2% |
| 6M | +34.1% | +32.7% | +1.4% | +28.5% |
| YTD | -10.6% | +2.8% | -13.4% | -11.9% |
| 1Y | -11.8% | -10.8% | -1.0% | -11.4% |
| 3Y | +23.9% | +9.8% | +14.1% | +17.0% |
| 5Y | -5.1% | -70.2% | +65.1% | +0.3% |
| All | -5.1% | -71.1% | +65.9% | +0.3% |
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