+36.9%
PYPL vs AG
+57.4%
-20.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +1.7% | +4.5% | -2.7% | +1.3% |
| 30D | -9.7% | +12.9% | -22.6% | -10.8% |
| 3M | +29.2% | +20.9% | +8.3% | +26.4% |
| 6M | +13.9% | -19.5% | +33.4% | +15.2% |
| YTD | -8.1% | +24.8% | -32.9% | -12.0% |
| 1Y | -21.4% | +120.2% | -141.6% | -29.7% |
| 3Y | -11.8% | +279.0% | -290.8% | -28.3% |
| 5Y | -81.1% | +67.9% | -149.1% | -83.8% |
| 10Y | +36.9% | +57.5% | -20.6% | +15.4% |
| All | +36.9% | +57.4% | -20.4% | +15.4% |
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