-81.0%
PYPL vs ACM
+5.0%
-86.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.8% |
| 7D | +2.7% | -3.7% | +6.4% | +4.7% |
| 30D | -4.9% | -11.1% | +6.2% | 0.0% |
| 3M | +28.9% | -8.0% | +36.9% | +32.6% |
| 6M | +18.2% | -29.7% | +47.9% | +40.8% |
| YTD | -5.0% | -29.4% | +24.3% | +11.4% |
| 1Y | -18.8% | -46.4% | +27.6% | +12.8% |
| 3Y | -12.6% | -22.3% | +9.8% | -8.1% |
| All | -81.0% | +5.0% | -86.0% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling