+54.4%
PYPL vs AG
+76.0%
-21.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.9% |
| 7D | +0.1% | -10.0% | +10.0% | +1.1% |
| 30D | +5.7% | -10.5% | +16.2% | +6.7% |
| 3M | -1.9% | -27.3% | +25.3% | +1.0% |
| 6M | +31.8% | -43.0% | +74.8% | +38.3% |
| YTD | +2.4% | -17.9% | +20.3% | +1.9% |
| 1Y | -8.2% | +11.9% | -20.2% | -11.9% |
| 3Y | +10.2% | +201.8% | -191.6% | -8.8% |
| 5Y | -71.2% | -0.1% | -71.2% | -74.1% |
| All | +54.4% | +76.0% | -21.6% | +28.6% |
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