-12.8%
PYPL vs ACM
-21.7%
+8.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | +2.7% | -3.7% | +6.4% | +4.1% |
| 30D | -4.9% | -11.1% | +6.2% | -1.0% |
| 3M | +28.9% | -8.0% | +36.9% | +31.9% |
| 6M | +18.2% | -29.7% | +47.9% | +36.3% |
| YTD | -5.0% | -29.4% | +24.3% | +8.1% |
| 1Y | -18.8% | -46.4% | +27.6% | +7.1% |
| All | -12.8% | -21.7% | +8.9% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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