+53.7%
F vs PYPL
+57.6%
-3.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +1.6% | +3.9% | -2.4% | +0.4% |
| 30D | +2.6% | +7.8% | -5.2% | +0.3% |
| 3M | -8.8% | -0.7% | -8.2% | -9.0% |
| 6M | +4.6% | +28.8% | -24.1% | -4.2% |
| YTD | -1.9% | +2.4% | -4.3% | -5.0% |
| 1Y | -0.8% | -9.6% | +8.8% | 0.0% |
| 3Y | +43.5% | +9.7% | +33.8% | +31.8% |
| 5Y | -12.1% | -73.5% | +61.4% | +14.7% |
| 10Y | +83.6% | +46.5% | +37.2% | +31.8% |
| All | +53.7% | +57.6% | -3.9% | +4.2% |
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