+62.8%
META vs PYPL
-80.9%
+143.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +2.4% |
| 7D | +6.7% | +2.7% | +4.0% | +5.4% |
| 30D | +4.8% | -4.9% | +9.6% | +6.3% |
| 3M | -1.6% | +28.9% | -30.5% | -14.1% |
| 6M | -7.5% | +18.2% | -25.7% | -16.3% |
| YTD | -6.4% | -5.0% | -1.4% | -7.5% |
| 1Y | -17.3% | -18.8% | +1.5% | -12.2% |
| 3Y | +109.9% | -12.6% | +122.5% | +100.3% |
| All | +62.8% | -80.9% | +143.7% | +175.6% |
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