+82.7%
JNJ vs PYPL
-81.6%
+164.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -3.0% | -4.3% | +1.4% | -2.9% |
| 30D | +2.5% | -11.5% | +14.0% | +2.7% |
| 3M | +13.2% | +26.1% | -12.9% | +12.7% |
| 6M | +11.3% | +13.7% | -2.4% | +10.9% |
| YTD | +31.1% | -9.8% | +41.0% | +31.3% |
| 1Y | +54.3% | -22.1% | +76.4% | +55.1% |
| 3Y | +81.1% | -13.5% | +94.6% | +80.0% |
| 5Y | +82.7% | -81.6% | +164.3% | +87.7% |
| All | +82.7% | -81.6% | +164.4% | +87.7% |
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 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