+345.6%
AVGO vs PYPL
-12.7%
+358.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.2% | +6.2% | +3.8% |
| 7D | -0.3% | +1.7% | -2.0% | -0.9% |
| 30D | -13.8% | -9.7% | -4.1% | -11.9% |
| 3M | -6.9% | +29.2% | -36.1% | -15.5% |
| 6M | +11.9% | +13.9% | -1.9% | +5.5% |
| YTD | +6.9% | -8.1% | +15.0% | +7.6% |
| 1Y | +7.4% | -21.4% | +28.8% | +13.9% |
| 3Y | +345.6% | -11.8% | +357.4% | +351.0% |
| All | +345.6% | -12.7% | +358.2% | +351.0% |
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 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