+192.5%
JNJ vs PYPL
+44.3%
+148.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -3.5% | -2.3% | -1.2% | -3.3% |
| 30D | +2.3% | -9.0% | +11.3% | +3.0% |
| 3M | +12.0% | +30.6% | -18.6% | +9.0% |
| 6M | +10.5% | +18.6% | -8.1% | +8.3% |
| YTD | +30.4% | -7.2% | +37.6% | +30.4% |
| 1Y | +52.1% | -19.3% | +71.4% | +53.9% |
| 3Y | +77.8% | -12.3% | +90.1% | +75.1% |
| 5Y | +82.9% | -80.9% | +163.8% | +120.1% |
| All | +192.5% | +44.3% | +148.2% | +147.7% |
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