+32.9%
PFE vs PYPL
+39.1%
-6.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.9% |
| 7D | -2.7% | +1.7% | -4.4% | -2.9% |
| 30D | +3.8% | -9.7% | +13.6% | +5.1% |
| 3M | +10.4% | +29.2% | -18.8% | +6.3% |
| 6M | +6.3% | +13.9% | -7.6% | +3.9% |
| YTD | +17.4% | -8.1% | +25.5% | +17.6% |
| 1Y | +21.1% | -21.4% | +42.5% | +23.6% |
| 3Y | -1.6% | -11.8% | +10.2% | -2.6% |
| 5Y | -22.2% | -81.1% | +59.0% | -6.5% |
| 10Y | +32.9% | +36.9% | -4.0% | +9.8% |
| All | +32.9% | +39.1% | -6.2% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling