-55.4%
APP vs PYPL
-9.5%
-45.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +9.8% |
| 7D | +4.5% | +6.5% | -1.9% | +2.9% |
| 30D | -3.6% | +10.6% | -14.3% | -6.0% |
| 3M | -35.3% | +3.1% | -38.3% | -36.3% |
| 6M | -42.8% | +20.2% | -62.9% | -46.8% |
| YTD | -59.7% | +4.0% | -63.7% | -64.1% |
| 1Y | -55.4% | -7.9% | -47.5% | -58.9% |
| All | -55.4% | -9.5% | -45.9% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling