+250.4%
APP vs PYPL
-71.0%
+321.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -1.5% |
| 7D | +10.6% | -1.1% | +11.7% | +11.5% |
| 30D | +44.6% | +3.8% | +40.8% | +40.8% |
| 3M | +29.6% | -1.3% | +30.9% | +28.7% |
| 6M | -19.8% | +29.0% | -48.8% | -35.5% |
| YTD | -41.6% | +0.7% | -42.3% | -45.5% |
| 1Y | -32.7% | -12.3% | -20.4% | -30.7% |
| 3Y | +799.0% | +7.6% | +791.4% | +641.5% |
| 5Y | +250.4% | -71.7% | +322.1% | +552.8% |
| All | +250.4% | -71.0% | +321.4% | +552.8% |
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