+1,534.9%
ASML vs PYPL
+41.9%
+1,493.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.6% |
| 7D | -2.9% | +1.0% | -3.8% | -3.3% |
| 30D | -15.2% | +5.9% | -21.0% | -17.5% |
| 3M | -12.9% | -0.2% | -12.7% | -13.8% |
| 6M | -5.0% | +30.3% | -35.3% | -18.6% |
| YTD | +41.8% | +1.6% | +40.2% | +34.0% |
| 1Y | +46.0% | -10.3% | +56.3% | +46.6% |
| 3Y | +133.5% | +8.5% | +125.0% | +99.7% |
| 5Y | +93.0% | -71.0% | +164.0% | +212.3% |
| 10Y | +1,534.9% | +46.9% | +1,488.0% | +1,001.5% |
| All | +1,534.9% | +41.9% | +1,493.1% | +1,001.5% |
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 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