+327.1%
NET vs PYPL
-12.3%
+339.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -0.9% |
| 7D | -7.0% | +2.7% | -9.7% | -7.9% |
| 30D | -4.8% | -4.9% | +0.1% | -3.7% |
| 3M | +3.8% | +28.9% | -25.1% | -7.6% |
| 6M | +50.0% | +18.2% | +31.8% | +37.8% |
| YTD | +41.5% | -5.0% | +46.5% | +41.2% |
| 1Y | +32.8% | -18.8% | +51.7% | +41.2% |
| All | +327.1% | -12.3% | +339.4% | +308.3% |
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