+17.6%
BABA vs PYPL
+48.9%
-31.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.5% |
| 7D | -4.8% | +2.7% | -7.4% | -5.9% |
| 30D | -11.9% | -4.9% | -7.0% | -10.8% |
| 3M | -9.3% | +28.9% | -38.1% | -19.6% |
| 6M | -14.2% | +18.2% | -32.5% | -21.6% |
| YTD | -22.0% | -5.0% | -17.0% | -23.0% |
| 1Y | -12.7% | -18.8% | +6.1% | -8.3% |
| 3Y | +26.7% | -12.6% | +39.2% | +22.5% |
| 5Y | -29.3% | -80.8% | +51.4% | +25.6% |
| All | +17.6% | +48.9% | -31.3% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling