+1,449.6%
NET vs PYPL
-47.9%
+1,497.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | +0.2% |
| 7D | -7.0% | +2.4% | -9.4% | -8.6% |
| 30D | -4.8% | -5.1% | +0.3% | -2.8% |
| 3M | +3.8% | +28.6% | -24.7% | -15.7% |
| 6M | +50.0% | +17.9% | +32.1% | +28.5% |
| YTD | +41.5% | -5.3% | +46.7% | +37.6% |
| 1Y | +32.8% | -19.0% | +51.9% | +42.6% |
| 3Y | +335.9% | -12.6% | +348.5% | +302.5% |
| 5Y | +113.8% | -80.8% | +194.6% | +455.9% |
| All | +1,449.6% | -47.9% | +1,497.5% | +2,199.6% |
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