-21.8%
PATH vs PYPL
+5.7%
-27.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -5.3% | +3.9% | -9.2% | -7.0% |
| 30D | -0.5% | +7.8% | -8.3% | -4.0% |
| 3M | -7.1% | -0.7% | -6.5% | -7.5% |
| 6M | +23.8% | +28.8% | -5.0% | +8.3% |
| YTD | -20.7% | +2.4% | -23.1% | -23.3% |
| 1Y | -8.1% | -9.6% | +1.5% | -5.1% |
| 3Y | -21.8% | +9.7% | -31.5% | -38.7% |
| All | -21.8% | +5.7% | -27.6% | -38.7% |
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 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