-21.8%
PATH vs PYPL
+5.2%
-27.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.8% |
| 7D | -5.6% | +3.5% | -9.1% | -7.1% |
| 30D | -0.7% | +8.0% | -8.7% | -4.2% |
| 3M | -5.9% | +2.0% | -7.9% | -7.4% |
| 6M | +21.6% | +27.6% | -6.0% | +6.8% |
| YTD | -20.6% | +1.9% | -22.5% | -23.1% |
| 1Y | -10.6% | -12.4% | +1.8% | -6.2% |
| All | -21.8% | +5.2% | -27.0% | -38.5% |
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