-81.6%
PYPL vs AFL
+133.0%
-214.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -4.3% | -2.1% | -2.2% | -3.3% |
| 30D | -11.5% | -5.4% | -6.0% | -9.1% |
| 3M | +26.1% | -0.3% | +26.4% | +26.1% |
| 6M | +13.7% | +5.2% | +8.5% | +10.4% |
| YTD | -9.8% | +5.7% | -15.5% | -13.1% |
| 1Y | -22.1% | +10.2% | -32.3% | -26.7% |
| 3Y | -13.5% | +63.4% | -76.9% | -35.4% |
| 5Y | -81.6% | +133.0% | -214.6% | -89.8% |
| All | -81.6% | +133.0% | -214.6% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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