+528.8%
APP vs PYPL
-77.6%
+606.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.0% |
| 7D | +79.2% | +2.2% | +77.0% | +76.5% |
| 30D | +48.0% | +8.1% | +39.9% | +40.6% |
| 3M | +18.2% | +1.9% | +16.3% | +15.1% |
| 6M | -12.5% | +33.1% | -45.6% | -30.4% |
| YTD | -39.2% | +3.8% | -42.9% | -44.1% |
| 1Y | -33.9% | -8.3% | -25.6% | -34.0% |
| 3Y | +933.3% | +11.9% | +921.4% | +747.4% |
| 5Y | +295.9% | -70.4% | +366.3% | +536.2% |
| All | +528.8% | -77.6% | +606.5% | +913.8% |
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