+51.4%
PYPL vs ACGL
+354.5%
-303.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.4% |
| 7D | +2.7% | -0.7% | +3.4% | +3.0% |
| 30D | -4.9% | -1.0% | -3.9% | -4.6% |
| 3M | +28.9% | +11.0% | +17.8% | +24.0% |
| 6M | +18.2% | -0.3% | +18.6% | +17.9% |
| YTD | -5.0% | +2.3% | -7.3% | -6.5% |
| 1Y | -18.8% | +6.4% | -25.2% | -21.4% |
| 3Y | -12.6% | +34.0% | -46.5% | -24.0% |
| 5Y | -80.8% | +161.6% | -242.4% | -87.6% |
| 10Y | +49.9% | +278.6% | -228.7% | -22.5% |
| All | +51.4% | +354.5% | -303.2% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling