-73.9%
PYPL vs ABCL
-21.8%
-52.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.3% | -0.7% |
| 7D | +3.9% | -3.2% | +7.1% | +4.2% |
| 30D | +7.8% | -7.4% | +15.2% | +8.6% |
| 3M | -0.7% | +81.9% | -82.6% | -13.4% |
| 6M | +28.8% | +135.7% | -106.9% | +4.3% |
| YTD | +2.4% | +247.4% | -245.0% | -25.2% |
| 1Y | -9.6% | +162.3% | -171.8% | -30.1% |
| 3Y | +9.7% | +165.5% | -155.8% | -22.8% |
| All | -73.9% | -21.8% | -52.1% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling