+292.6%
APP vs PYPL
-73.7%
+366.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.6% |
| 7D | +71.2% | +3.9% | +67.3% | +66.7% |
| 30D | +39.1% | +7.8% | +31.3% | +32.2% |
| 3M | +16.5% | -0.7% | +17.2% | +15.2% |
| 6M | -16.6% | +28.8% | -45.3% | -32.4% |
| YTD | -41.9% | +2.4% | -44.3% | -46.3% |
| 1Y | -37.0% | -9.6% | -27.4% | -36.6% |
| 3Y | +892.4% | +9.7% | +882.8% | +717.3% |
| All | +292.6% | -73.7% | +366.4% | +511.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling