-64.5%
PYPL vs ACI
+31.1%
-95.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.3% |
| 7D | +2.2% | -5.9% | +8.1% | +2.5% |
| 30D | +8.1% | +7.2% | +0.9% | +7.7% |
| 3M | +1.9% | +8.8% | -6.9% | +1.4% |
| 6M | +33.1% | -17.2% | +50.3% | +34.0% |
| YTD | +3.8% | -21.3% | +25.0% | +4.7% |
| 1Y | -8.3% | -23.7% | +15.4% | -7.3% |
| 3Y | +11.9% | -32.8% | +44.7% | +13.7% |
| 5Y | -70.4% | -41.4% | -29.1% | -70.0% |
| All | -64.5% | +31.1% | -95.6% | -68.6% |
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