+1,395.4%
ASML vs PYPL
+44.3%
+1,351.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.8% |
| 7D | -9.0% | +3.9% | -12.9% | -10.7% |
| 30D | -21.0% | +7.8% | -28.8% | -23.8% |
| 3M | -16.3% | -0.7% | -15.6% | -17.1% |
| 6M | -7.5% | +28.8% | -36.3% | -20.3% |
| YTD | +34.0% | +2.4% | +31.6% | +26.1% |
| 1Y | +39.3% | -9.6% | +48.9% | +39.3% |
| 3Y | +128.9% | +9.7% | +119.2% | +94.8% |
| 5Y | +76.1% | -73.5% | +149.6% | +199.1% |
| All | +1,395.4% | +44.3% | +1,351.1% | +902.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling