+51.9%
PYPL vs AA
+44.7%
+7.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.7% |
| 7D | -1.1% | +5.3% | -6.4% | -2.2% |
| 30D | +3.8% | -2.3% | +6.0% | +4.1% |
| 3M | -1.3% | -20.8% | +19.5% | +3.0% |
| 6M | +29.0% | -39.8% | +68.9% | +40.9% |
| YTD | +0.7% | -23.3% | +24.0% | +2.8% |
| 1Y | -12.3% | +1.8% | -14.1% | -16.1% |
| 3Y | +7.6% | +69.5% | -61.9% | -11.1% |
| 5Y | -71.7% | -18.0% | -53.7% | -74.3% |
| All | +51.9% | +44.7% | +7.2% | +3.4% |
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