-35.9%
APP vs PYPL
-20.5%
-15.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.9% |
| 7D | +0.9% | +2.4% | -1.5% | +0.3% |
| 30D | -23.3% | -5.1% | -18.1% | -23.0% |
| 3M | -42.6% | +28.6% | -71.2% | -48.0% |
| 6M | -33.6% | +17.9% | -51.6% | -38.0% |
| YTD | -52.4% | -5.3% | -47.2% | -55.4% |
| 1Y | -35.9% | -19.0% | -16.9% | -35.7% |
| All | -35.9% | -20.5% | -15.4% | -35.7% |
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