+240.4%
C vs PYPL
+46.2%
+194.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.7% |
| 7D | +3.6% | +2.7% | +1.0% | +2.7% |
| 30D | +0.1% | -4.9% | +5.0% | +1.2% |
| 3M | +2.4% | +28.9% | -26.5% | -7.4% |
| 6M | +24.9% | +18.2% | +6.7% | +15.8% |
| YTD | +19.8% | -5.0% | +24.8% | +18.2% |
| 1Y | +44.9% | -18.8% | +63.7% | +50.3% |
| 3Y | +263.0% | -12.6% | +275.6% | +258.0% |
| 5Y | +129.5% | -80.8% | +210.3% | +273.0% |
| 10Y | +291.6% | +49.9% | +241.7% | +126.8% |
| All | +240.4% | +46.2% | +194.1% | +93.8% |
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