+610.7%
META vs PYPL
+46.2%
+564.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +2.5% |
| 7D | +6.7% | +2.7% | +4.0% | +5.2% |
| 30D | +4.8% | -4.9% | +9.6% | +6.5% |
| 3M | -1.6% | +28.9% | -30.5% | -14.9% |
| 6M | -7.5% | +18.2% | -25.7% | -16.9% |
| YTD | -6.4% | -5.0% | -1.4% | -7.9% |
| 1Y | -17.3% | -18.8% | +1.5% | -12.4% |
| 3Y | +109.9% | -12.6% | +122.5% | +100.5% |
| 5Y | +65.4% | -80.8% | +146.1% | +237.3% |
| 10Y | +391.8% | +49.9% | +341.9% | +214.8% |
| All | +610.7% | +46.2% | +564.4% | +331.6% |
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 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