+597.7%
META vs PYPL
+56.9%
+540.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.9% |
| 7D | -3.1% | +3.5% | -6.6% | -4.8% |
| 30D | -18.1% | +8.0% | -26.1% | -21.2% |
| 3M | +2.9% | +2.0% | +0.8% | +0.6% |
| 6M | +0.2% | +27.6% | -27.4% | -13.4% |
| YTD | -8.1% | +1.9% | -10.0% | -13.0% |
| 1Y | -4.5% | -12.4% | +7.9% | -2.4% |
| 3Y | +94.2% | +6.3% | +87.9% | +66.9% |
| 5Y | +79.1% | -73.6% | +152.7% | +208.5% |
| 10Y | +405.9% | +45.8% | +360.1% | +229.1% |
| All | +597.7% | +56.9% | +540.9% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling