-11.8%
PYPL vs ABCL
+213.9%
-225.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +1.0% | +2.3% | -1.3% | +0.8% |
| 30D | +5.9% | -0.7% | +6.5% | +5.7% |
| 3M | -0.2% | +33.4% | -33.6% | -2.9% |
| 6M | +30.3% | +137.8% | -107.5% | +19.3% |
| YTD | +1.6% | +264.3% | -262.8% | -13.4% |
| All | -11.8% | +213.9% | -225.7% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling