+216.1%
C vs PYPL
+8.3%
+207.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +4.7% | -1.1% | +5.9% | +5.0% |
| 30D | +0.2% | +3.8% | -3.6% | -0.8% |
| 3M | -9.3% | -1.3% | -8.1% | -9.5% |
| 6M | -0.8% | +29.0% | -29.9% | -8.9% |
| YTD | +8.5% | +0.7% | +7.8% | +6.7% |
| 1Y | +23.1% | -12.3% | +35.4% | +27.4% |
| All | +216.1% | +8.3% | +207.8% | +204.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling