-67.5%
PYPL vs ACI
+25.9%
-93.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | -4.9% | +5.9% | -10.8% | -5.2% |
| 3M | +28.9% | -19.8% | +48.7% | +30.1% |
| 6M | +18.2% | -24.7% | +43.0% | +19.7% |
| YTD | -5.0% | -24.4% | +19.4% | -3.9% |
| 1Y | -18.8% | -31.5% | +12.7% | -17.5% |
| 3Y | -12.6% | -38.7% | +26.1% | -10.7% |
| 5Y | -80.8% | -42.8% | -38.0% | -80.4% |
| All | -67.5% | +25.9% | -93.4% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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