+50.1%
PYPL vs AG
+74.3%
-24.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +0.9% |
| 7D | +2.2% | +10.8% | -8.7% | +1.1% |
| 30D | +8.1% | -8.2% | +16.3% | +8.9% |
| 3M | +1.9% | -13.7% | +15.6% | +3.1% |
| 6M | +33.1% | -27.3% | +60.4% | +36.3% |
| YTD | +3.8% | -4.6% | +8.3% | +1.7% |
| 1Y | -8.3% | +39.4% | -47.7% | -13.9% |
| 3Y | +11.9% | +244.1% | -232.2% | -8.5% |
| 5Y | -70.4% | +16.8% | -87.2% | -73.8% |
| All | +50.1% | +74.3% | -24.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling