+53.9%
F vs PYPL
-80.9%
+134.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.4% |
| 7D | +5.3% | +2.7% | +2.7% | +4.4% |
| 30D | +4.6% | -4.9% | +9.5% | +5.7% |
| 3M | -3.7% | +28.9% | -32.5% | -12.6% |
| 6M | +16.8% | +18.2% | -1.4% | +8.6% |
| YTD | +15.3% | -5.0% | +20.3% | +14.3% |
| 1Y | +31.0% | -18.8% | +49.8% | +36.5% |
| 3Y | +45.4% | -12.6% | +58.0% | +42.1% |
| All | +53.9% | -80.9% | +134.8% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling