+391.7%
APP vs PYPL
-79.5%
+471.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.3% | +4.1% |
| 7D | +0.9% | +2.7% | -1.8% | -1.0% |
| 30D | -23.3% | -4.9% | -18.4% | -22.3% |
| 3M | -42.6% | +28.9% | -71.5% | -53.5% |
| 6M | -33.6% | +18.2% | -51.8% | -43.1% |
| YTD | -52.4% | -5.0% | -47.4% | -53.7% |
| 1Y | -35.9% | -18.8% | -17.1% | -31.7% |
| 3Y | +642.2% | -12.6% | +654.8% | +622.4% |
| 5Y | +311.1% | -80.8% | +391.9% | +698.9% |
| All | +391.7% | -79.5% | +471.2% | +739.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling