+38.8%
PYPL vs A
+236.6%
-197.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.0% |
| 7D | -4.3% | -4.4% | 0.0% | -1.7% |
| 30D | -11.5% | -2.7% | -8.8% | -10.0% |
| 3M | +26.1% | +7.0% | +19.1% | +20.5% |
| 6M | +13.7% | +24.6% | -10.9% | -2.9% |
| YTD | -9.8% | +7.0% | -16.9% | -15.1% |
| 1Y | -22.1% | +15.6% | -37.6% | -30.7% |
| 3Y | -13.5% | +29.9% | -43.4% | -32.8% |
| 5Y | -81.6% | -15.4% | -66.2% | -81.1% |
| 10Y | +38.8% | +248.9% | -210.1% | -35.1% |
| All | +38.8% | +236.6% | -197.8% | -35.1% |
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