+218.3%
ACN vs PYPL
+59.8%
+158.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.7% | -2.8% |
| 7D | -2.5% | +2.2% | -4.7% | -3.2% |
| 30D | +22.6% | +8.1% | +14.5% | +19.4% |
| 3M | +45.9% | +1.9% | +44.0% | +44.1% |
| 6M | +43.8% | +33.1% | +10.7% | +28.9% |
| YTD | -2.5% | +3.8% | -6.2% | -5.5% |
| 1Y | +6.5% | -8.3% | +14.8% | +7.4% |
| 3Y | -14.2% | +11.9% | -26.0% | -22.4% |
| 5Y | -24.4% | -70.4% | +46.0% | +4.0% |
| 10Y | +156.3% | +47.2% | +109.2% | +81.1% |
| All | +218.3% | +59.8% | +158.5% | +112.4% |
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