-21.5%
PFE vs PYPL
-73.7%
+52.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.7% | +3.9% | -7.6% | -4.1% |
| 30D | +5.0% | +7.8% | -2.8% | +4.1% |
| 3M | +12.2% | -0.7% | +12.8% | +12.1% |
| 6M | +14.6% | +28.8% | -14.2% | +11.2% |
| YTD | +24.1% | +2.4% | +21.8% | +22.8% |
| 1Y | +26.6% | -9.6% | +36.2% | +26.6% |
| 3Y | +14.3% | +9.7% | +4.6% | +11.4% |
| All | -21.5% | -73.7% | +52.3% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling