+45.6%
C vs PYPL
-21.5%
+67.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | +3.2% | +1.7% | +1.4% | +3.0% |
| 30D | +1.3% | -9.7% | +11.0% | +2.0% |
| 3M | +3.1% | +29.2% | -26.1% | -0.4% |
| 6M | +29.6% | +13.9% | +15.7% | +26.5% |
| YTD | +19.0% | -8.1% | +27.1% | +19.9% |
| 1Y | +45.6% | -21.4% | +67.0% | +52.5% |
| All | +45.6% | -21.5% | +67.1% | +52.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling