-31.3%
BABA vs PYPL
-80.9%
+49.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.4% |
| 7D | -4.8% | +2.7% | -7.4% | -5.8% |
| 30D | -11.9% | -4.9% | -7.0% | -10.9% |
| 3M | -9.3% | +28.9% | -38.1% | -19.0% |
| 6M | -14.2% | +18.2% | -32.5% | -21.1% |
| YTD | -22.0% | -5.0% | -17.0% | -22.7% |
| 1Y | -12.7% | -18.8% | +6.1% | -8.1% |
| 3Y | +26.7% | -12.6% | +39.2% | +22.5% |
| All | -31.3% | -80.9% | +49.6% | +4.2% |
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