+195.9%
C vs PYPL
+57.6%
+138.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -2.4% | +3.9% | -6.3% | -3.6% |
| 30D | -6.0% | +7.8% | -13.8% | -8.3% |
| 3M | -10.5% | -0.7% | -9.9% | -10.9% |
| 6M | -5.7% | +28.8% | -34.5% | -14.8% |
| YTD | +4.1% | +2.4% | +1.8% | +0.1% |
| 1Y | +20.5% | -9.6% | +30.1% | +21.0% |
| 3Y | +208.1% | +9.7% | +198.4% | +181.1% |
| 5Y | +110.4% | -73.5% | +183.9% | +201.7% |
| 10Y | +234.6% | +46.5% | +188.1% | +99.5% |
| All | +195.9% | +57.6% | +138.2% | +64.1% |
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 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