+148.8%
GE vs PYPL
+40.1%
+108.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.4% |
| 7D | -1.2% | -4.3% | +3.1% | -0.3% |
| 30D | -11.3% | -11.5% | +0.2% | -9.2% |
| 3M | -1.4% | +26.1% | -27.5% | -7.3% |
| 6M | +1.2% | +13.7% | -12.5% | -2.9% |
| YTD | +5.9% | -9.8% | +15.8% | +6.3% |
| 1Y | +18.4% | -22.1% | +40.5% | +22.5% |
| 3Y | +271.0% | -13.5% | +284.5% | +266.5% |
| 5Y | +417.9% | -81.6% | +499.5% | +596.0% |
| All | +148.8% | +40.1% | +108.7% | +103.3% |
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