+506.6%
APP vs PYPL
-78.1%
+584.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.2% |
| 7D | +61.1% | +1.0% | +60.1% | +60.0% |
| 30D | +42.8% | +5.9% | +36.9% | +37.5% |
| 3M | +16.7% | -0.2% | +16.9% | +15.1% |
| 6M | -15.6% | +30.3% | -45.9% | -31.9% |
| YTD | -41.3% | +1.6% | -42.9% | -45.4% |
| 1Y | -39.3% | -10.3% | -29.0% | -38.6% |
| 3Y | +803.2% | +8.5% | +794.7% | +655.4% |
| 5Y | +313.2% | -71.0% | +384.1% | +572.2% |
| All | +506.6% | -78.1% | +584.7% | +891.3% |
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