+527.5%
APP vs PYPL
-77.9%
+605.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +2.9% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +56.0% | +5.7% | +50.4% | +50.5% |
| 3M | +30.8% | -1.9% | +32.8% | +30.6% |
| 6M | -9.8% | +31.8% | -41.6% | -27.8% |
| YTD | -39.3% | +2.4% | -41.7% | -43.8% |
| 1Y | -26.4% | -8.2% | -18.2% | -26.6% |
| 3Y | +887.9% | +10.2% | +877.7% | +717.9% |
| 5Y | +264.1% | -71.2% | +335.3% | +492.2% |
| All | +527.5% | -77.9% | +605.4% | +920.5% |
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