+36.3%
BABA vs PYPL
+5.7%
+30.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +11.6% | +3.9% | +7.7% | +10.6% |
| 30D | +2.3% | +7.8% | -5.5% | +0.3% |
| 3M | -13.7% | -0.7% | -13.0% | -14.0% |
| 6M | -21.9% | +28.8% | -50.7% | -27.9% |
| YTD | -24.6% | +2.4% | -27.0% | -26.3% |
| 1Y | -34.1% | -9.6% | -24.5% | -33.1% |
| 3Y | +36.3% | +9.7% | +26.6% | +22.1% |
| All | +36.3% | +5.7% | +30.5% | +22.1% |
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