+43.1%
BABA vs PYPL
+56.9%
-13.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.5% |
| 7D | +8.6% | +3.5% | +5.0% | +7.1% |
| 30D | -1.1% | +8.0% | -9.1% | -4.1% |
| 3M | -15.9% | +2.0% | -17.9% | -17.4% |
| 6M | -17.5% | +27.6% | -45.1% | -26.6% |
| YTD | -25.6% | +1.9% | -27.5% | -28.6% |
| 1Y | -33.8% | -12.4% | -21.4% | -32.5% |
| 3Y | +34.6% | +6.3% | +28.3% | +20.0% |
| 5Y | -27.7% | -73.6% | +45.9% | +11.6% |
| 10Y | +17.7% | +45.8% | -28.1% | -21.8% |
| All | +43.1% | +56.9% | -13.8% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling