+81.0%
F vs PYPL
+49.6%
+31.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.2% |
| 7D | -0.6% | +2.2% | -2.8% | -1.3% |
| 30D | +2.9% | +8.1% | -5.3% | +0.5% |
| 3M | -9.5% | +1.9% | -11.4% | -10.3% |
| 6M | +4.0% | +33.1% | -29.1% | -5.6% |
| YTD | -1.3% | +3.8% | -5.0% | -4.7% |
| 1Y | -1.9% | -8.3% | +6.4% | -1.6% |
| 3Y | +53.5% | +11.9% | +41.6% | +40.2% |
| 5Y | -15.1% | -70.4% | +55.3% | +6.6% |
| 10Y | +81.0% | +47.2% | +33.8% | +52.6% |
| All | +81.0% | +49.6% | +31.4% | +52.6% |
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