+51.4%
PYPL vs A
+321.9%
-270.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.4% |
| 7D | +2.7% | -1.9% | +4.6% | +3.9% |
| 30D | -4.9% | +6.9% | -11.8% | -8.7% |
| 3M | +28.9% | +9.2% | +19.6% | +21.6% |
| 6M | +18.2% | +25.7% | -7.4% | +0.4% |
| YTD | -5.0% | +11.5% | -16.6% | -12.9% |
| 1Y | -18.8% | +18.4% | -37.2% | -28.9% |
| 3Y | -12.6% | +26.6% | -39.2% | -30.5% |
| 5Y | -80.8% | -12.8% | -68.0% | -80.6% |
| 10Y | +49.9% | +247.2% | -197.3% | -38.7% |
| All | +51.4% | +321.9% | -270.5% | -45.0% |
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