-12.8%
PYPL vs ABCL
+104.5%
-117.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.9% |
| 7D | +2.7% | +0.7% | +2.0% | +2.6% |
| 30D | -4.9% | +93.1% | -98.0% | -13.9% |
| 3M | +28.9% | +79.4% | -50.6% | +16.9% |
| 6M | +18.2% | +214.9% | -196.6% | -2.8% |
| YTD | -5.0% | +234.2% | -239.2% | -23.6% |
| 1Y | -18.8% | +174.8% | -193.6% | -33.5% |
| All | -12.8% | +104.5% | -117.3% | -34.4% |
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