+80.6%
F vs PYPL
+46.2%
+34.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.8% |
| 6M | +16.8% | +18.2% | -1.4% | +9.3% |
| YTD | +15.3% | -5.0% | +20.3% | +14.2% |
| 1Y | +31.0% | -18.8% | +49.8% | +35.6% |
| 3Y | +45.4% | -12.6% | +58.0% | +43.2% |
| 5Y | +54.7% | -80.8% | +135.4% | +119.3% |
| 10Y | +98.2% | +49.9% | +48.3% | +40.2% |
| All | +80.6% | +46.2% | +34.4% | +25.2% |
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