+39.3%
ASML vs PYPL
-11.7%
+50.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +5.0% |
| 7D | -9.0% | +3.9% | -12.9% | -9.2% |
| 30D | -21.0% | +7.8% | -28.8% | -21.3% |
| 3M | -16.3% | -0.7% | -15.6% | -16.2% |
| 6M | -7.5% | +28.8% | -36.3% | -9.9% |
| YTD | +34.0% | +2.4% | +31.6% | +37.3% |
| 1Y | +39.3% | -9.6% | +48.9% | +47.0% |
| All | +39.3% | -11.7% | +50.9% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling