+108.6%
ASML vs PYPL
-80.9%
+189.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +5.3% |
| 7D | +1.1% | +2.7% | -1.6% | -0.1% |
| 30D | +2.2% | -4.9% | +7.1% | +3.5% |
| 3M | -2.3% | +28.9% | -31.2% | -13.4% |
| 6M | +23.0% | +18.2% | +4.7% | +12.1% |
| YTD | +61.1% | -5.0% | +66.1% | +59.0% |
| 1Y | +129.1% | -18.8% | +147.9% | +140.0% |
| 3Y | +165.4% | -12.6% | +177.9% | +157.2% |
| All | +108.6% | -80.9% | +189.4% | +260.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling