+365.7%
ALAB vs PYPL
-15.4%
+381.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.7% | -5.7% |
| 7D | +3.2% | +1.7% | +1.5% | +2.3% |
| 30D | -13.6% | -9.7% | -3.8% | -10.4% |
| 3M | -16.6% | +29.2% | -45.8% | -28.1% |
| 6M | +142.3% | +13.9% | +128.4% | +121.5% |
| YTD | +73.6% | -8.1% | +81.7% | +74.3% |
| 1Y | +33.7% | -21.4% | +55.0% | +48.1% |
| All | +365.7% | -15.4% | +381.1% | +404.6% |
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