+427.0%
GE vs PYPL
-71.1%
+498.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +4.0% | -1.2% | +5.2% | +4.3% |
| 30D | +11.1% | +6.1% | +4.9% | +9.6% |
| 3M | -6.7% | +1.1% | -7.8% | -7.3% |
| 6M | +14.3% | +32.7% | -18.5% | +6.3% |
| YTD | +11.7% | +2.8% | +9.0% | +9.1% |
| 1Y | +10.9% | -10.8% | +21.7% | +12.1% |
| 3Y | +279.0% | +9.8% | +269.2% | +254.4% |
| 5Y | +427.0% | -70.2% | +497.2% | +511.9% |
| All | +427.0% | -71.1% | +498.1% | +511.9% |
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