+47.2%
PYPL vs ACGL
+332.3%
-285.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +2.2% | -1.1% | +3.2% | +2.5% |
| 30D | +8.1% | +13.1% | -5.0% | +3.7% |
| 3M | +1.9% | +9.8% | -7.9% | -1.3% |
| 6M | +33.1% | +15.3% | +17.9% | +26.4% |
| YTD | +3.8% | +12.7% | -9.0% | -1.2% |
| 1Y | -8.3% | +20.7% | -29.0% | -14.8% |
| 3Y | +11.9% | +34.3% | -22.4% | -1.9% |
| 5Y | -70.4% | +170.6% | -241.0% | -80.9% |
| 10Y | +47.2% | +330.6% | -283.4% | -18.9% |
| All | +47.2% | +332.3% | -285.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling