+9.7%
PYPL vs AG
+219.8%
-210.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | +3.9% | +6.3% | -2.4% | +3.3% |
| 30D | +7.8% | -8.9% | +16.8% | +8.6% |
| 3M | -0.7% | -12.2% | +11.5% | +0.3% |
| 6M | +28.8% | -28.3% | +57.1% | +31.7% |
| YTD | +2.4% | -8.8% | +11.2% | +0.7% |
| 1Y | -9.6% | +39.4% | -49.0% | -15.2% |
| 3Y | +9.7% | +229.4% | -219.8% | -15.8% |
| All | +9.7% | +219.8% | -210.1% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling