+31.9%
BABA vs PYPL
+9.4%
+22.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | +2.4% | +1.0% | +1.4% | +2.1% |
| 30D | -7.8% | +5.9% | -13.6% | -9.1% |
| 3M | -22.4% | -0.2% | -22.1% | -22.8% |
| 6M | -26.0% | +30.3% | -56.3% | -31.9% |
| YTD | -29.3% | +1.6% | -30.9% | -30.7% |
| 1Y | -37.5% | -10.3% | -27.2% | -36.5% |
| 3Y | +31.9% | +8.5% | +23.4% | +20.1% |
| All | +31.9% | +9.4% | +22.5% | +20.1% |
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