+1,195.0%
GOOG vs PYPL
+41.5%
+1,153.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +1.2% |
| 7D | +1.1% | +1.7% | -0.7% | +0.4% |
| 30D | -5.1% | -9.7% | +4.7% | -2.2% |
| 3M | -7.1% | +29.2% | -36.3% | -16.5% |
| 6M | +12.7% | +13.9% | -1.2% | +5.4% |
| YTD | +7.1% | -8.1% | +15.2% | +6.9% |
| 1Y | +43.6% | -21.4% | +65.0% | +50.8% |
| 3Y | +146.8% | -11.8% | +158.6% | +136.1% |
| 5Y | +133.7% | -81.1% | +214.8% | +294.3% |
| 10Y | +773.3% | +36.9% | +736.4% | +485.1% |
| All | +1,195.0% | +41.5% | +1,153.5% | +728.1% |
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