+50.1%
PYPL vs A
+317.8%
-267.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | -0.5% |
| 7D | +2.2% | +4.8% | -2.6% | -0.7% |
| 30D | +8.1% | +5.6% | +2.5% | +4.3% |
| 3M | +1.9% | +23.6% | -21.7% | -10.9% |
| 6M | +33.1% | +56.4% | -23.2% | -1.0% |
| YTD | +3.8% | +33.4% | -29.6% | -15.1% |
| 1Y | -8.3% | +23.7% | -32.0% | -21.4% |
| 3Y | +11.9% | +71.0% | -59.1% | -27.4% |
| 5Y | -70.4% | +16.8% | -87.3% | -75.4% |
| All | +50.1% | +317.8% | -267.7% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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