+63.2%
PYPL vs A
+389.5%
-326.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.6% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +7.8% | +3.4% | +4.5% | +5.4% |
| 3M | -0.7% | +23.8% | -24.5% | -13.3% |
| 6M | +28.8% | +49.0% | -20.2% | -1.2% |
| YTD | +2.4% | +29.4% | -27.0% | -14.6% |
| 1Y | -9.6% | +19.4% | -29.0% | -20.8% |
| 3Y | +9.7% | +66.2% | -56.5% | -27.2% |
| 5Y | -73.5% | +15.8% | -89.3% | -77.8% |
| 10Y | +46.5% | +326.1% | -279.6% | -47.2% |
| All | +63.2% | +389.5% | -326.3% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling