+892.4%
APP vs PYPL
+5.7%
+886.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.6% |
| 7D | +71.2% | +3.9% | +67.3% | +67.8% |
| 30D | +39.1% | +7.8% | +31.3% | +33.8% |
| 3M | +16.5% | -0.7% | +17.2% | +15.6% |
| 6M | -16.6% | +28.8% | -45.3% | -29.2% |
| YTD | -41.9% | +2.4% | -44.3% | -45.1% |
| 1Y | -37.0% | -9.6% | -27.4% | -35.8% |
| 3Y | +892.4% | +9.7% | +882.8% | +795.1% |
| All | +892.4% | +5.7% | +886.7% | +795.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling