+172.8%
ABT vs PYPL
+57.7%
+115.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +6.0% | +5.7% | +0.4% | +4.7% |
| 3M | -1.9% | -1.9% | 0.0% | -1.8% |
| 6M | +31.2% | +31.8% | -0.6% | +22.0% |
| YTD | -11.2% | +2.4% | -13.7% | -13.4% |
| 1Y | -14.0% | -8.2% | -5.7% | -13.8% |
| 3Y | +20.7% | +10.2% | +10.5% | +10.0% |
| 5Y | -6.7% | -71.2% | +64.5% | +19.6% |
| 10Y | +226.3% | +49.6% | +176.7% | +125.8% |
| All | +172.8% | +57.7% | +115.1% | +82.1% |
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 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