-81.0%
PYPL vs AA
+10.5%
-91.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.6% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | -4.9% | +5.0% | -9.9% | -6.1% |
| 3M | +28.9% | -35.8% | +64.7% | +40.9% |
| 6M | +18.2% | -18.4% | +36.6% | +21.0% |
| YTD | -5.0% | -5.5% | +0.4% | -7.3% |
| 1Y | -18.8% | +61.0% | -79.8% | -31.4% |
| 3Y | -12.6% | +66.2% | -78.8% | -30.5% |
| All | -81.0% | +10.5% | -91.5% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling