+8.5%
PYPL vs ACGL
+34.9%
-26.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.3% |
| 7D | +1.0% | +1.3% | -0.3% | +0.7% |
| 30D | +5.9% | +14.2% | -8.3% | +3.1% |
| 3M | -0.2% | +11.1% | -11.3% | -2.3% |
| 6M | +30.3% | +16.4% | +14.0% | +26.4% |
| YTD | +1.6% | +13.8% | -12.2% | -1.5% |
| 1Y | -10.3% | +21.6% | -31.8% | -14.4% |
| 3Y | +8.5% | +33.5% | -25.0% | +0.2% |
| All | +8.5% | +34.9% | -26.4% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling