+63.2%
PYPL vs ACGL
+397.1%
-333.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.5% |
| 7D | +3.9% | +0.9% | +3.0% | +3.6% |
| 30D | +7.8% | +13.7% | -5.9% | +3.1% |
| 3M | -0.7% | +8.0% | -8.7% | -3.3% |
| 6M | +28.8% | +13.3% | +15.5% | +22.9% |
| YTD | +2.4% | +11.8% | -9.5% | -2.3% |
| 1Y | -9.6% | +22.2% | -31.8% | -16.5% |
| 3Y | +9.7% | +32.5% | -22.8% | -3.7% |
| 5Y | -73.5% | +160.2% | -233.7% | -82.7% |
| 10Y | +46.5% | +338.5% | -292.1% | -28.8% |
| All | +63.2% | +397.1% | -333.9% | -26.2% |
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 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