+170.7%
ABT vs PYPL
+46.2%
+124.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.3% |
| 7D | -3.7% | +2.7% | -6.4% | -4.3% |
| 30D | +2.5% | -4.9% | +7.4% | +3.3% |
| 3M | +20.2% | +28.9% | -8.7% | +12.4% |
| 6M | -2.9% | +18.2% | -21.2% | -7.6% |
| YTD | -11.9% | -5.0% | -6.9% | -12.5% |
| 1Y | -16.5% | -18.8% | +2.3% | -14.3% |
| 3Y | +12.1% | -12.6% | +24.7% | +8.5% |
| 5Y | -7.4% | -80.8% | +73.4% | +34.6% |
| 10Y | +210.7% | +49.9% | +160.8% | +113.4% |
| All | +170.7% | +46.2% | +124.4% | +84.0% |
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