+36.9%
PYPL vs AA
+121.7%
-84.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.8% | -3.9% |
| 7D | +1.7% | +1.7% | +0.1% | +1.4% |
| 30D | -9.7% | +3.3% | -13.1% | -10.5% |
| 3M | +29.2% | -29.4% | +58.6% | +37.4% |
| 6M | +13.9% | -12.8% | +26.7% | +14.8% |
| YTD | -8.1% | -2.1% | -6.0% | -10.4% |
| 1Y | -21.4% | +62.8% | -84.1% | -31.8% |
| 3Y | -11.8% | +90.5% | -102.3% | -28.7% |
| 5Y | -81.1% | +19.1% | -100.2% | -84.1% |
| 10Y | +36.9% | +124.8% | -87.8% | -11.6% |
| All | +36.9% | +121.7% | -84.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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