+111.9%
INTC vs PYPL
+48.4%
+63.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.1% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -39.2% | +5.7% | -44.9% | -40.5% |
| 3M | -42.9% | -1.9% | -41.0% | -43.1% |
| 6M | -50.4% | +31.8% | -82.2% | -56.5% |
| YTD | +61.7% | +2.4% | +59.2% | +52.9% |
| 1Y | +66.1% | -8.2% | +74.4% | +64.4% |
| 3Y | +58.1% | +10.2% | +47.9% | +40.2% |
| 5Y | +27.9% | -71.2% | +99.1% | +86.9% |
| All | +111.9% | +48.4% | +63.6% | +30.1% |
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 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