+50.1%
PYPL vs ACGL
+329.5%
-279.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.2% | -1.4% | +0.2% | -0.8% |
| 30D | +6.1% | +12.4% | -6.2% | +2.0% |
| 3M | +1.1% | +11.1% | -10.0% | -2.5% |
| 6M | +32.7% | +16.3% | +16.4% | +25.6% |
| YTD | +2.8% | +13.8% | -11.0% | -2.5% |
| 1Y | -10.8% | +20.4% | -31.2% | -17.0% |
| 3Y | +9.8% | +33.6% | -23.8% | -3.6% |
| 5Y | -70.2% | +176.8% | -247.1% | -81.0% |
| 10Y | +50.1% | +324.6% | -274.5% | -19.9% |
| All | +50.1% | +329.5% | -279.4% | -19.9% |
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