+262.1%
APH vs PYPL
+5.7%
+256.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | -5.9% | +3.9% | -9.9% | -6.8% |
| 30D | -14.8% | +7.8% | -22.6% | -16.3% |
| 3M | -12.4% | -0.7% | -11.8% | -12.7% |
| 6M | +8.1% | +28.8% | -20.7% | +0.3% |
| YTD | +10.9% | +2.4% | +8.6% | +8.5% |
| 1Y | +8.8% | -9.6% | +18.4% | +10.5% |
| 3Y | +262.1% | +9.7% | +252.4% | +247.6% |
| All | +262.1% | +5.7% | +256.3% | +247.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling