+8.5%
PYPL vs ABCL
+206.1%
-197.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +1.0% | +2.3% | -1.3% | +0.6% |
| 30D | +5.9% | -0.7% | +6.5% | +5.5% |
| 3M | -0.2% | +33.4% | -33.6% | -4.7% |
| 6M | +30.3% | +137.8% | -107.5% | +12.8% |
| YTD | +1.6% | +264.3% | -262.8% | -18.9% |
| 1Y | -10.3% | +209.2% | -219.5% | -26.6% |
| 3Y | +8.5% | +208.4% | -199.9% | -21.4% |
| All | +8.5% | +206.1% | -197.6% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling