+65.4%
PYPL vs AG
+242.7%
-177.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +0.9% |
| 7D | +2.2% | +10.8% | -8.7% | +1.2% |
| 30D | +8.1% | -8.2% | +16.3% | +8.8% |
| 3M | +1.9% | -13.7% | +15.6% | +3.0% |
| 6M | +33.1% | -27.3% | +60.4% | +35.9% |
| YTD | +3.8% | -4.6% | +8.3% | +2.0% |
| 1Y | -8.3% | +39.4% | -47.7% | -13.2% |
| 3Y | +11.9% | +244.1% | -232.2% | -6.0% |
| 5Y | -70.4% | +16.8% | -87.2% | -73.4% |
| 10Y | +47.2% | +71.7% | -24.5% | +24.8% |
| All | +65.4% | +242.7% | -177.2% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling