+944.2%
APH vs PYPL
+47.5%
+896.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | +0.4% | -1.2% | +1.6% | +0.8% |
| 30D | -8.0% | +6.1% | -14.1% | -9.7% |
| 3M | -5.0% | +1.1% | -6.1% | -5.9% |
| 6M | +29.9% | +32.7% | -2.8% | +17.1% |
| YTD | +18.0% | +2.8% | +15.2% | +13.8% |
| 1Y | +11.3% | -10.8% | +22.1% | +12.4% |
| 3Y | +274.9% | +9.8% | +265.1% | +242.2% |
| 5Y | +300.6% | -70.2% | +370.8% | +431.7% |
| 10Y | +944.2% | +50.1% | +894.2% | +596.5% |
| All | +944.2% | +47.5% | +896.7% | +596.5% |
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