+520.8%
APP vs PYPL
-77.8%
+598.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.2% | +1.6% |
| 7D | +48.9% | -1.2% | +50.1% | +49.7% |
| 30D | +49.4% | +6.1% | +43.3% | +43.7% |
| 3M | +27.0% | +1.1% | +26.0% | +24.4% |
| 6M | -15.4% | +32.7% | -48.1% | -32.6% |
| YTD | -39.9% | +2.8% | -42.7% | -44.5% |
| 1Y | -32.0% | -10.8% | -21.2% | -30.7% |
| 3Y | +824.3% | +9.8% | +814.5% | +667.5% |
| 5Y | +252.4% | -70.2% | +322.7% | +467.8% |
| All | +520.8% | -77.8% | +598.6% | +907.2% |
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