+117.9%
ASML vs PYPL
+5.2%
+112.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.3% | -8.8% |
| 7D | -19.0% | +3.5% | -22.6% | -19.8% |
| 30D | -25.9% | +8.0% | -33.9% | -27.4% |
| 3M | -19.1% | +2.0% | -21.1% | -19.9% |
| 6M | -5.7% | +27.6% | -33.3% | -13.2% |
| YTD | +27.6% | +1.9% | +25.7% | +25.2% |
| 1Y | +30.8% | -12.4% | +43.2% | +35.6% |
| All | +117.9% | +5.2% | +112.7% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling