-39.8%
BABA vs PYPL
-71.8%
+32.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -13.8% | +0.1% | -13.8% | -13.8% |
| 30D | -15.1% | +5.7% | -20.8% | -16.9% |
| 3M | -22.7% | -1.9% | -20.8% | -22.7% |
| 6M | -34.7% | +31.8% | -66.5% | -42.3% |
| YTD | -35.0% | +2.4% | -37.5% | -37.5% |
| 1Y | -40.4% | -8.2% | -32.2% | -40.0% |
| 3Y | +21.9% | +10.2% | +11.7% | +6.1% |
| All | -39.8% | -71.8% | +32.0% | -1.0% |
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 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