+220.1%
C vs PYPL
+49.6%
+170.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | -0.9% | +2.2% | -3.1% | -1.6% |
| 30D | -5.4% | +8.1% | -13.5% | -7.8% |
| 3M | -9.2% | +1.9% | -11.1% | -10.2% |
| 6M | -1.8% | +33.1% | -34.9% | -11.9% |
| YTD | +6.7% | +3.8% | +2.9% | +2.3% |
| 1Y | +23.5% | -8.3% | +31.8% | +23.5% |
| 3Y | +219.8% | +11.9% | +207.9% | +191.2% |
| 5Y | +112.4% | -70.4% | +182.9% | +189.4% |
| 10Y | +220.1% | +47.2% | +172.9% | +141.1% |
| All | +220.1% | +49.6% | +170.5% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling