+151.4%
ADBE vs PYPL
+44.3%
+107.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | -5.4% | -2.3% | -3.1% | -4.3% |
| 30D | -2.5% | -9.0% | +6.5% | +1.2% |
| 3M | +15.3% | +30.6% | -15.3% | -0.4% |
| 6M | -7.8% | +18.6% | -26.4% | -16.8% |
| YTD | -27.9% | -7.2% | -20.8% | -27.6% |
| 1Y | -28.0% | -19.3% | -8.8% | -23.0% |
| 3Y | -55.3% | -12.3% | -43.0% | -57.0% |
| 5Y | -61.7% | -80.9% | +19.2% | -18.8% |
| All | +151.4% | +44.3% | +107.2% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling