+61.9%
PYPL vs AA
+63.6%
-1.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.3% |
| 7D | +1.0% | +1.2% | -0.3% | +0.7% |
| 30D | +5.9% | -5.0% | +10.9% | +6.8% |
| 3M | -0.2% | -22.2% | +22.0% | +4.3% |
| 6M | +30.3% | -36.3% | +66.6% | +40.4% |
| YTD | +1.6% | -24.2% | +25.8% | +3.9% |
| 1Y | -10.3% | +3.9% | -14.2% | -14.5% |
| 3Y | +8.5% | +67.6% | -59.1% | -9.6% |
| 5Y | -71.0% | -8.8% | -62.1% | -74.0% |
| 10Y | +46.9% | +45.0% | +2.0% | +0.9% |
| All | +61.9% | +63.6% | -1.7% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling