-35.3%
BABA vs PYPL
-9.5%
-25.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +4.3% |
| 7D | +4.3% | +6.5% | -2.2% | +3.2% |
| 30D | -5.0% | +10.6% | -15.6% | -6.6% |
| 3M | -18.4% | +3.1% | -21.5% | -19.2% |
| 6M | -20.3% | +20.2% | -40.4% | -23.7% |
| YTD | -27.5% | +4.0% | -31.5% | -28.8% |
| 1Y | -35.3% | -7.9% | -27.4% | -35.6% |
| All | -35.3% | -9.5% | -25.9% | -35.6% |
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