-28.3%
BABA vs PYPL
-73.7%
+45.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +11.6% | +3.9% | +7.7% | +10.1% |
| 30D | +2.3% | +7.8% | -5.5% | -0.6% |
| 3M | -13.7% | -0.7% | -13.0% | -14.2% |
| 6M | -21.9% | +28.8% | -50.7% | -30.3% |
| YTD | -24.6% | +2.4% | -27.0% | -27.5% |
| 1Y | -34.1% | -9.6% | -24.5% | -33.3% |
| 3Y | +36.3% | +9.7% | +26.6% | +19.3% |
| All | -28.3% | -73.7% | +45.4% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling