+48.3%
PFE vs PYPL
+46.2%
+2.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.8% |
| 7D | +1.8% | +2.7% | -0.9% | +1.3% |
| 30D | +10.2% | -4.9% | +15.1% | +10.8% |
| 3M | +12.7% | +28.9% | -16.2% | +8.2% |
| 6M | +10.5% | +18.2% | -7.7% | +7.3% |
| YTD | +20.2% | -5.0% | +25.2% | +19.8% |
| 1Y | +24.1% | -18.8% | +42.9% | +26.2% |
| 3Y | -3.6% | -12.6% | +9.0% | -4.6% |
| 5Y | -20.9% | -80.8% | +59.9% | -3.7% |
| 10Y | +35.8% | +49.9% | -14.1% | -1.1% |
| All | +48.3% | +46.2% | +2.1% | +6.3% |
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