+147.8%
GE vs PYPL
+43.2%
+104.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -2.8% | -5.9% | +3.1% | -1.5% |
| 30D | -11.9% | -9.4% | -2.5% | -10.3% |
| 3M | +1.8% | +31.3% | -29.5% | -5.1% |
| 6M | -0.6% | +19.1% | -19.7% | -5.6% |
| YTD | +5.5% | -7.9% | +13.4% | +5.4% |
| 1Y | +15.0% | -17.9% | +32.8% | +17.5% |
| 3Y | +269.5% | -11.6% | +281.1% | +263.4% |
| 5Y | +422.4% | -81.0% | +503.5% | +597.1% |
| All | +147.8% | +43.2% | +104.7% | +101.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling