+3,493.4%
AVGO vs PYPL
+55.1%
+3,438.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.3% |
| 7D | +25.0% | -1.1% | +26.1% | +25.5% |
| 30D | +2.0% | +3.8% | -1.8% | +0.3% |
| 3M | -12.3% | -1.3% | -11.0% | -12.8% |
| 6M | -12.8% | +29.0% | -41.8% | -23.5% |
| YTD | +5.9% | +0.7% | +5.1% | +1.1% |
| 1Y | +3.3% | -12.3% | +15.6% | +4.8% |
| 3Y | +293.1% | +7.6% | +285.4% | +248.5% |
| 5Y | +606.7% | -71.7% | +678.4% | +982.2% |
| 10Y | +2,733.6% | +47.1% | +2,686.5% | +1,587.7% |
| All | +3,493.4% | +55.1% | +3,438.3% | +1,877.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling