+322.4%
NET vs PYPL
+7.5%
+315.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -3.6% |
| 7D | -16.4% | +6.5% | -22.8% | -18.0% |
| 30D | -25.8% | +10.6% | -36.5% | -28.3% |
| 3M | -11.5% | +3.1% | -14.6% | -13.1% |
| 6M | +18.9% | +20.2% | -1.2% | +9.7% |
| YTD | +35.2% | +4.0% | +31.2% | +30.8% |
| 1Y | +14.5% | -7.9% | +22.3% | +16.1% |
| All | +322.4% | +7.5% | +315.0% | +265.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling