+93.1%
META vs PYPL
-71.4%
+164.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.5% |
| 7D | +5.7% | +2.2% | +3.5% | +4.7% |
| 30D | -10.8% | +8.1% | -18.9% | -14.0% |
| 3M | +8.4% | +1.9% | +6.5% | +6.3% |
| 6M | +5.4% | +33.1% | -27.7% | -9.9% |
| YTD | -2.6% | +3.8% | -6.4% | -7.8% |
| 1Y | +3.5% | -8.3% | +11.8% | +4.2% |
| 3Y | +102.0% | +11.9% | +90.1% | +67.5% |
| 5Y | +93.1% | -70.4% | +163.5% | +177.5% |
| All | +93.1% | -71.4% | +164.5% | +177.5% |
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