+218.3%
C vs PYPL
+47.5%
+170.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.2% |
| 7D | -0.4% | -1.2% | +0.8% | 0.0% |
| 30D | -5.3% | +6.1% | -11.4% | -7.1% |
| 3M | -8.0% | +1.1% | -9.1% | -8.9% |
| 6M | -0.3% | +32.7% | -33.0% | -10.5% |
| YTD | +8.6% | +2.8% | +5.9% | +4.5% |
| 1Y | +25.8% | -10.8% | +36.6% | +27.0% |
| 3Y | +221.2% | +9.8% | +211.4% | +194.2% |
| 5Y | +113.6% | -70.2% | +183.8% | +190.2% |
| 10Y | +218.3% | +50.1% | +168.3% | +136.3% |
| All | +218.3% | +47.5% | +170.8% | +136.3% |
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