+653.5%
APP vs PYPL
-12.3%
+665.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.3% | +3.7% |
| 7D | +0.9% | +2.7% | -1.8% | -0.6% |
| 30D | -23.3% | -4.9% | -18.4% | -22.5% |
| 3M | -42.6% | +28.9% | -71.5% | -51.8% |
| 6M | -33.6% | +18.2% | -51.8% | -41.4% |
| YTD | -52.4% | -5.0% | -47.4% | -53.3% |
| 1Y | -35.9% | -18.8% | -17.1% | -31.6% |
| All | +653.5% | -12.3% | +665.9% | +653.1% |
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